You can get everything you need, including further explanation, under http://www.python.org/
If you are using Windows, just download the installer and run it; that should be very easy.
If you are running Linux, it is likely that Python is already included in your distribution. It is also easy to build it yourself with the source from the Python website. But be sure to install the Tkinter module which is needed for the GUI, too; look at the in the README file for instructions how to do that.
Python is also available for the Apple Macintosh (and numerous other platforms, actually), but unfortunately I cannot give you any further information about the installation here. You should find everything you need on the website mentioned above, though.