I understand what I need to do.
If I build netfilterqueue from the source with python 3.9,
I need to remove netfilterqueue.c at first and then

python ./setup.py install

Then new netfilterqueue.c is created and it was build succesfully.

Example

python ./print_and_accept.py

python: can't open file '/home/iida/Repo/python-netfilterqueue/./print_and_accept.py': [Errno 2] No such file or directory
[root@masabert python-netfilterqueue]# python ./setup.py install
running install
running build
running build_ext
skipping 'netfilterqueue.c' Cython extension (up-to-date)
running install_lib
running install_egg_info
Removing /usr/local/lib64/python3.9/site-packages/NetfilterQueue-0.8.1-py3.9.egg-info
Writing /usr/local/lib64/python3.9/site-packages/NetfilterQueue-0.8.1-py3.9.egg-info

Cython 0.29.23

from python-netfilterqueue.

I did not design netfilterque, but I did some research on Stackoverflow which suggests netfilterqueue can work with py3.6. I have not thoroughly tested it out, but when I ran my code with py3.6 my terminal stopped throwing errors which suggests it works.
https://stackoverflow.com/search?q=netfilterqueue+python+3.6&s=42da880d-657a-44ed-b435-792c28d463c0

from python-netfilterqueue.

The installation instructions are.

1. apt-get install build-essential python-dev libnetfilter-queue-dev
2. git clone [email protected]:kti/python-netfilterqueue.git
   cd python-netfilterqueue
   python setup.py install

from python-netfilterqueue.

This is fixed on master and will be released to PyPI shortly. Note the Git repository address is now https://github.com/oremanj/python-netfilterqueue.

from python-netfilterqueue.