ImportError: No module named Adafruit_SSD1306

[RobH]

I am trying to do this project on a pi zero:

http://frederickvandenbosch.be/?p=1365

I copied the code to the pi zero Download folder and when I run it I get 
the above error at line 4
Import Adafruit_SSD1306

I am using python version 2.7.16, if that makes any difference
I have the same module as the authors' link goes to :

Monochrome 1.3" 128x64 OLED graphic display - STEMMA QT / Qwiic

Have I missed something.