Modules... paths... newbie confusion

[MrBlueSky]

I wonder if someone could clarify how Python "knows" where modules are
- or at least point to some documentation that might help me?  Here's
what I've been trying:

I've installed Python 2.4 Windows, and have also installed tkinter,
pmw, cx_Oracle, mssql and pytz (phew!) all under my c:\python24 folder.

But when I try to "import pytz" or "import MSSQL" in a Python shell
(via IDLE) it's not recognised - yet "import Tkinter", "import Pmw" and
"import cx_Oracle" all work.

I've experimented with "sys.path" to get the import of pytz to work,
but without success so far.

I feel as if I'm missing some key piece of information on how this all
fits together!  Please, help!

John