Python is a programming language in which scripts for Lexocad are written.
You do not need a separate Python installation: Python is implemented in Lexocad and runs out of the box.
If you are new to Python, please read the official Python tutorial here: https://docs.python.org/2.7/tutorial/

Python scripts can be executed in Lexocad by writing the code in the interactive console or by writing it in your favorite text editor and calling the script from Lexocad: