Building doesn't necessarily apply to Python (since there isn't much compiling going on), but it's definitely worth going over to understand how Vim deals with executing code.
Vim provides a :make command, which wraps around the Unix make utility. In case you're not familiar, Make is a build management solution as old as time (and if it ain't broke...) that allows you to recompile parts of a bigger program (or all of it) as needed.
Some relevant options you'd want to be aware of are as follows:
- :compiler lets you specify a different compiler plugin, which also modifies the expected format output for the compiler
- In particular, :set errorformat defines a set of recognized error formats
- :set makeprg sets what program to execute ...