I don't have root access to install pyrrd in the usual module path.
How can I use via the scripted input in an alternate location?
You can install the module into the user's .local directory. Download and untar the python library, then run:
python setup.py install --user
Do this as the user you run splunk as. This will install the library into that user's ~/.local directory, which python will search automatically.
Alternatively, you can run that command, then move the resulting pyrrd directory in the ~/.local directory into the same directory as the script, because the script should search the local directory when it runs.
mv ~/.local/lib/python2.6/site-packages/PyRRD-0.1.0-py2.6.egg/pyrrd /opt/splunk/etc/apps/rrd_app/bin/
you might want to fix the typos in your question, it took me a few reads to realize "How does on add" was actually "How does one add", I'd edit for you but I guess I don't have high enough karma to do so