Remove $NTA reference

Supports https://github.com/numenta/nupic/issues/809.

This PR should be merged together with https://github.com/numenta/nupic/pull/917 (pip-installable). This is because `lib_cppregion.so` will be installed too. In the current implementation, this file is obtained from $NTA/lib.
I just re-used the generic messager error.. In either case, it's supposed that python already is installed on machine as it is a minimum requirement, and when Python fails to import a module, it's because it didn'd found it: either it wasn't installed into a location, or this location is not in $PYTHONPATH.