First make sure to install pygments, so the markdown module codehilight can use it.
pip install pygments
Then I had the main issue. The actual code highlighting is in a markdown extension which like the author of codehilight said, has to be forked by yourself. I simply used the default one he recommended.
The markdown syntax for a code block a newline followed by the code tab indented. Who does not want line numbering, should append a :::language (also indented) before the code.
Some caption for the stuff <newline> <tab>:::python <tab>print("Hello World")