You're not doing anything wrong, but clearly it's not what you want to do. You are running the Python interpreter and not specifying any script to run, so it opens a command prompt and promptly closes it, I'll bet.
What you want to do is open a development environment. Try Idle, it's there in your Python installation. Or download PyScripter, or Jetbrains' PyCharm, or Wing (see recent new version announcement).
--- Joseph S.
From: jjallard at aol.com <jjallard at aol.com>
Sent: Thursday, October 8, 2020 12:59 PM
To: python-list at python.org
Subject: Fwd: Python 3..9.0
I just downloaded the above for Windows but am unable to get it to run.? I have gone to the directory and double-clicked the "python.exe" file but that just brings me to the command prompt.
Any suggestions as to what I am doing wrong?