Downlod link for Python.
Few screenshots taken during installation:


Once Python is installed successfully, open Notepad and type:
print ('Hello World')

Save the above Notepad file with .py extension. For example I saved it as 'firstcode.py'.
Open Command prompt and go to the location (I saved it on my desktop) where firstcode.py is saved on your system. To run the code, type py [NAME_OF_THE_FILE] and hit Enter.

Few points to consider:
1. The code we wrote is calling built-in function called 'print' and NOT 'Print'. No capital p, else it will show an error like:

2. To know the version of the Python installed, type py on the Command prompt and press Enter.

To go to the Command prompt again, type quit or (exit()) and hit Enter.

3. Above, we wrote the Python code in file and ran that. You can also wirte the Python snippet directly in the terminal window like:
As you can see in the screenshot above, we first went to Python prompt by typing py and then wrote the snippet which prints Hello World and then hit Enter.