I never really got the point of having a setup section in a book, regardless of what it is that you have to set up. Most of the time, between the time the author writes the instruction and the time you actually try them out, months have passed. That is, if you're lucky. One version change and things may not work the way it is described in the book. Luckily, we have the Web now, so in order to help you get up and running, I'll just give you pointers and objectives.
If any of the URLs or resources I'll point you to are no longer there by the time you read this book, just remember: Google is your friend.
Setting up the Python interpreter
First of all, let's talk about your OS. Python is fully integrated and most likely already installed ...