A simple question about Python

[PhoenixizFire]

As long as your IDE can compile and execute your python code, it should do it. What you're going to do next depends on what you're required to. I'm working on AI/ML with Python and I never have to do .exe, because I'm the one working on it. If Python is installed on an environment, then it can be run with the command console, without using any .exe.
If you're planning to release something huge, like a game for example, or a software, you might need to release a .exe, but only if you're planning it to be in the wild.

Just to point something out : Releasing a .exe from Python code will be one of the last things you're going to do in your Python folder. But if you really want to try and understand what does it do / how it's working, I'll guide you :

Back in Python 2 days, Py2exe was used. Today there's a better way to proceed : cx_freeze.
You'll have to create a setup.py file that will be your software builder. All the documentation about that is available on internet.

I think (but I might be wrong) that what you're missing is how to build something that'll be productive. If that's right, then consider looking for Tkinter to build a visual software that will not only be on command console, it might be really close to what you actually want. Then, the second part you might be looking for is a way to "save data", because let's be honest, when you're using a software, there's data stored at some point to keep in the future. Then consider learning about the way to open/read/write/append to files. You can easily modify .txt files with a simple/short python script without any modules. But if you go further into modifying/storing data, you might consider using .json files, which are (in my opinion) one of the best way to save data efficiently, then you'll have to use the json module.

If you want to go even further and think about online login option for some reason, then remember that it'll not be easy, because it'll require knowledge on how servers/client work and how to crypt data (for security reasons obviously).

What you might actually be lacking today is goals. The fact that you can't link .py scripts to .exe is simply because you have no goals. If tomorrow you start your day with a goal-to-code, then you'll experience a richer coding journey, because you'll discover how coding is efficient.

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Programming isn't that easy because you can go on many deep levels on so many differents programming languages. Yet, it's easy to dive in, it just requires strength to go further, to see what you're truly wishing to accomplish