Python is an interpreted language. To program in Python, you need a python interpreter. So before telling python more about this, in this tutorial you are being told to install python interpreter.
Installing a Python interpreter is very easy. Because most of us use Windows operating system in India, so this tutorial is being said to install python in Windows itself.
To install Python you have to download it first. You can download Python from its website https://www.python.org for download page https://www.python.org/downloads/.