If you are struggling to understand the README, I highly recommend the book Statistical Rethinking: A Bayesian Course with Examples in R and Stan by Richard McElreath. Although the examples are in R, the same concepts apply to Pyro (and NumPyro)
it's not that complicated that you need to read a whole book just to get a rough idea: it's just a cutesy way to specify a "plate model"[1] and then run inference using that model.
[1] https://www.goodreads.com/book/show/26619686-statistical-ret...