@forteller After installing the windows download, you can do this but there is a downside: You can install more than one version of Python on your windows machine. Also, you will not see error messages.
A more helpful way is to start the terminal of your choice (for example cmd.exe) and navigate to the folder, where your python program is.
There use the Py Launcher:
Run "py yourname.py" to start a python program "yourname"
if something goes wrong, this way you'll see the error message.