run .py file on Windows

[sparkz_alot]

so I made a simple test file, hello.py which has its own folder on my desktop "print("Hello")".

You didn't say what the  folder name was on your desktop, so we'll just call it 'folder'. From the command prompt you need to change directory to that directory.
cd C:\Users\your_name\Desktop\folder
From there, you can just type "hello.py".

To save yourself some typing, you could create a directory under the main "C" directory, call it, say "Python", the you just have to type cd c:\python