Download Python from python.org and check 'Add to PATH' on Windows. Verify with python --version in the terminal. Create hello.py with print('Hello, World!') and run it with python hello.py.
Installing Python
Windows
Download from python.org and check "Add to PATH".
macOS
brew install python3
Linux
sudo apt install python3 python3-pip
Verify
python3 --version
python3 -c "print('Hello!')"