Welcome to PythonWin.

Just to get it out of the way, 
def Hello():
	print 'Hello World'
if __name__=='__main__':
	Hello()
Click the blank-page tool, select Python Script, and paste this code into the new window.
Click the disk tool; save your file somewhere.
Click the running-figure tool and click OK.
"Hello World" should be printed in the output window.

I don't know Python--what does "def" mean?
I mostly know Python, but I need a refresher on those underscores and modules.
I know Python--what's different about PythonWin?
Just show me the user interface reference.

This tutorial was written by Chris Phoenix (http://www.best.com/~cphoenix).