Took a while to set up and get it working. I'm using it with a Pi Zero W. Did the soldering myself, and it was actually very easy to attach the headers.
This is the library I used to get it working:
cd ~/projects
git clone https://github.com/DFRobot/DFRobot_BloodOxygen_S.git
sudo apt update
sudo apt install -y python3-rpi.gpio python3-smbus
Works perfectly and is very accurate after about 10 seconds.