https://docs.python.org/3/faq/windows.html#how-do-i-run-a-python-program-under-windows
1.cmd模式下Ctrl-Z退出Python；或者exit();
2. 默认关联py文件，双击自动运行On Windows, the standard Python installer already associates the .py extension with a file type (Python.File) and gives that file type an open command that runs the interpreter (D:\Program Files\Python\python.exe "%1" %*). This is enough to make scripts executable from the command prompt as ‘foo.py’. If you’d rather be able to execute the script by simple typing ‘foo’ with no extension you need to add .py to the PATHEXT environment variable.
3.创建exe See cx_Freeze for a distutils extension that allows you to create console and GUI executables from Python code.py2exe, the most popular extension for building Python 2.x-based executables, does not yet support Python 3 but a version that does is in development.
4.pyd dll ： .pyd files are dll’s, but there are a few differences. If you have a DLL named foo.pyd, then it must have a function PyInit_foo(). You can then write Python “import foo”, and Python will search for foo.pyd (as well as foo.py, foo.pyc) and if it finds it, will attempt to call PyInit_foo() to initialize it. You do not link your .exe with foo.lib, as that would cause Windows to require the DLL to be present.
Note that the search path for foo.pyd is PYTHONPATH, not the same as the path that Windows uses to search for foo.dll. Also, foo.pyd need not be present to run your program, whereas if you linked your program with a dll, the dll is required. Of course, foo.pyd is required if you want to say import foo. In a DLL, linkage is declared in the source code with __declspec(dllexport). In a .pyd, linkage is defined in a list of available functions.
5.How can I embed Python into a Windows application?
Do _not_ build Python into your .exe file directly. On Windows, Python must be a DLL to handle importing modules that are themselves DLL’s. (This is the first key undocumented fact.) Instead, link to pythonNN.dll; it is typically installed in C:\Windows\System. NN is the Python version, a number such as “33” for Python 3.3.
You can link to Python in two different ways. Load-time linking means linking against pythonNN.lib, while run-time linking means linking against pythonNN.dll. (General note: pythonNN.lib is the so-called “import lib” corresponding to pythonNN.dll. It merely defines symbols for the linker.)
Run-time linking greatly simplifies link options; everything happens at run time. Your code must load pythonNN.dll using the Windows LoadLibraryEx() routine. The code must also use access routines and data in pythonNN.dll (that is, Python’s C API’s) using pointers obtained by the Windows GetProcAddress()routine. Macros can make using these pointers transparent to any C code that calls routines in Python’s C API.