If you are a Linux or Mac user then you don't need to do anything. But you have to download and install python on your computer if you are a windows user.
For windows download and install Python from https://www.python.org
python3 --version
Open Linux or Mac terminal or Windows shell and run the following command to enter into python shell.
python
Python 2 is the default version of most Operating systems. For running Python version 3 run python3 instead of python.
python3
For existing from python shell run exit for python 2 and exit() for python3
print("Hello, World!")