No matter what the book says, at this stage you are MUCH better off at the Terminal. You've stated that you've never done any of this before, so it's time to start getting used to programming tools. Spending time figuring out how to get python scripts to run in a usable way when you double-click them will not really be a transferable skill. Learning some things about the terminal will.
Go to Applications->Utilities->Terminal, and drag it to your dock (you'll be needing it often). Click the dock icon, and you will be presented with a prompt. You will be in your home directory (/Users/yourusername). You can change directories to your Desktop or elsewhere using the command "cd Desktop". You need to change directories to where your code was saved. Once there, run:
python myprogram.py
Your code will run, and the text that is being printed will display on screen, and the program will wait for you to press enter before exiting.
As you progress, being able to readily see compiler errors and warnings(not sure if there are warnings in python, but probably) at the terminal is critical. It may not be what you were expecting, it may not be exactly how the book says to do things, but versatility is one of the key traits it takes to be a programmer.
Good luck. Don't get too frustrated about anything this early on. You might not progress as quickly as you'd hoped, things might not click right away, but just don't give up. Accept that the process is about learning, not necessarily what you're able to do right away. Obviously being able to see the output of your program is necessary to proceed, but beyond that it's going to take time to get things working. People here are willing to help out, even if some of us have never used python before.
-Lee