title: How to define dependency links in setup.py, for installing modules which are not present in PyPI
body: <p>I have a requirement (icdiff) for my module newprog and this module is present only on github, its not on PyPi, so I am writing the urls in dependency_links[],</p>
  
  <pre><code>dependency_links=["https://github.com/vnitinv/icdiff/blob/master/icdiff.py"],
  install_requires=['icdiff']
  </code></pre>
  
  <p>But this is not working for me.It is giving</p>
  
  <pre><code>Downloading/unpacking icdiff (from newprog==0.1)
  Could not find any downloads that satisfy the requirement icdiff (from
  newprog==0.1)
  Cleaning up...
  No distributions at all found for icdiff (from newprog==0.1) 
  </code></pre>