1. Download the Windows installer from Python.org to get started. It's the 
simplest and most common way to get started with Python on Windows.
2. Your assumption that Python does not have GUI capabilities built into the 
language is not correct. But unlike Perl, it has the GUI library Tkinter  
bundled with it. There are several more capable choices available: PyGTK, 
PyQt/PySide, and wxPython.

For intensive numerical calculations, I'd recommend using the NumPy module, as 
well as the 64-bit version of Python is possible.

I'm on my phone right now, so I apologize for my short answer with no links. 
I'll try to write a more detailed answer when I have access to my PC.
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