You have registered for Ask Ubuntu Q&A, so I'll provide the command for Ubuntu. In Ubuntu open the terminal and type:
sudo apt install python3 idle3 ipython3
python3 is already installed by default in Ubuntu, I have added python3 to the command for the sake of generality with other Linux distributions. IDLE 3 is an Integrated Development Environment for Python 3. Open IDLE 3 and then open your Python script from the menu in IDLE 3 -> File -> Open.
In Windows IDLE 3 is bundled with the Python 3 installation file, and the instructions for opening a Python 3 script in IDLE 3 are the same.
Try both Idle and IPython and see which one you like. I prefer IPython because it's easier to use than Idle. IPython also runs inside Spyder IDE which is convenient for displaying plots and charts inline in the same pane as the code.
You can also install Python 3 in Windows as a portable app. Portable Python is pre-configured to run directly on the Windows OS from any USB storage device, enabling you to have, at any time, a portable programming environment. Portable Python is available for both Python 2 and Python 3. The download options for Portable Python offer you a choice of downloading optional additional Python packages for scientific computing, etc. The installed size of Portable Python (Python 3), based on the selected packages, is between 63MB and 260MB.