First of all, I don't see a point to show you how to install Python on Windows. It's dead easy download the installer from python.org and in few clicks you will have python up and running. Installing Python on Linux is bit different and requires some pre-work to be done.
So Let's get started.
Note: Every Modern Linux had a python Installed. You can verify this by opening your Terminal and typing python. It will open the python shell for you. Do not remove the installed version.