The regular, recommended way (for Windows) is to download it from python.org. By the way, there is no way to "download Python through VSCode". VSCode doesn't have a feature for that. I assume you're talking about the Python extension in VSCode. But that's something completely different. More on reddit.com

I mostly just download the official python.org release. Though I've probably used chocolatey (to install python) as well I have run into weird issues with it (installing cmake or something..) and I'm not sure it carries its weight for my usage as I rarely use it to install more than 5 packages. I also have a cygwin copy of python on at least one machine. But I would not use it today other than to satisfy the dependencies of some other cygwin package. Perhaps Winget will make windows package management more comprehensive and robust so it will finally be worth it to commit? More on reddit.com

Perfectly fine to use Windows, that's my personal preference (combined with WSL). I usually recommend using the standard Python installation, but if you're focused on doing data science Anaconda is technically a better fit. I'm going to assume you want a more generalised setup, so I'm going to explain the first one. Correct me later if you so wish. So, simply go to python.org and download the latest version, or at least 3.9 if you're not sure what you need supports 3.10 yet. When you run the installer, to make stuff easier in the beginning check the box to add Python to PATH, then just let the installer do its thing. Finally, once installed, check the box to disable the path length limit just in case - you probably won't need it, but it doesn't hurt. And that should be everything done for the basics. Virtual environments aren't a hard requirement on Windows if you ask me, but it's probably a good idea to get used to them. Personally I recommend using Poetry so that you don't have to worry about it at all yourself and because it's very modern, but you can get by without anything or by using the built-in venv if you so wish. Since Python was added to PATH, you should have direct access to running python, pip, and any tools you might install via PyPI directly. If you didn't, you'd use them via the included py-launcher. py -m pip That is all. Use whatever editor you fancy, I like VS Code with Python but you should try out different ones and find one you like yourself. More on reddit.com

To install Python correctly: Run the installer. Click 'add python to path' option in the installer That's it. Don't move files around, don't cd into installed directories, there's no reason to. More on reddit.com