Open Command Prompt or Terminal, change to directory to where you have the script saved,
In Windows:
cd C:\User\%username%\Desktop
In UNIX-like system:
cd ~/Desktop
In a UNIX-like environment you may also have to give it executable permissions
chmod a+x scriptname.py
Once you're in the same directory as the file, or you have the $PATH variable pointing to a directory the script is in, you will be able to run it below.
To run as-is:
python scriptname.py
To run the script interactively and work with things in real-time:
python -i scriptname.py
If you type python -h you can get more run-time options.
If you are using Windows and downloaded Python from the main website I highly recommend removing Python and downloading the Anaconda installer.