Newbie question, Getting Started?

[OneDay at ATime.net]

Hello all,

        I've done some programming with MS Access and Excell Visual Basic, but 
am new to Python. I've been reading the tutorial for several days now and am 
having difficulty figuring out where to start. For example, where do I write a 
simple MessageBox program? 

        Can I write Python 1.5.2 or Tcl executable programs that can be run on 
a PC that does not have python installed?

        Thanks for your time, Al

(The only stupid question is the one not asked.)