After installing OpenNI you need to unzip the donwload file and start osceleton.exe.
Then you start test_rhino.py through EditPythonScript in Rhino5.
Finally OpenNI/Kinect must detect a skeleton. For this reason you have to do the "init-gesture", i.e. spreading your arms and lifting them, while the kinect sees your upper body .
It is also possible to record data and play them back if you are a bit shy or lazy.
Comments:
Besides OpenNI you need OSCeleton