Short answer: install new stable Micro-Manager version, because yours wasn't built properly.
Near 25th Jan 2014 I was trying to build MM for Archlinux and had same issue as you with incomplete setup.py
build script. There is missing zlib, boost and unlinked binaries. This diff fixes issue.
At now I see, MM devs totally switched from native python build system to Make. Seems to be, 1.4.17 version and newer was built without issue.