These are the steps to install xpra from source on a Raspberry Pi 2/3. I am assuming you are running Raspbian. I am running Raspbian Stretch with Desktop with kernel version 4.9.
In order to build Xpra we need to install some dependencies first:
sudo apt-get install -y libx11-dev libxtst-dev libxcomposite-dev \
libxdamage-dev libxkbfile-dev python-all-dev python-gobject-dev \
python-gtk2-dev cython xauth x11-xkb-utils xserver-xorg-video-dummy \