Python uses modules to give your program specific function (math, graphing, Phidgets, etc) just like other languages have include or header files. Python has an official repository for these modules, kind of like how Linux has an official repository for software you can download for it. You can install modules from the python repository using PIP. Alternatively, you can install it manually by downloading it
and installing using the python command. The link in my previous post explains step by step how to do either method.
The image you posted is the Phidget Control Panel, which is our Windows diagnostic tool which has nothing to do with python specifically.