If you'd like to install Python, check my Python setup guide
An intro tutorial¶
To get your Python basics down, you can use Python's Not (Just) For Unicorns.
Running Python from the command line¶
You can use my video How to write Python in Visual Studio Code and run it in Terminal to learn how to run Python from the command line. While it's built for OS X users in mind, the same concepts apply to Windows users.
There are other approaches, but this one is best for getting familiar with the command line.