How to find the location of an object and object at a given location?

[metulburr]

there must be something in OpenGL(or pygame) I can use to keep track of the location of all object in the game scene.

in pygame you would just use pygame.rect to keep track of each objects location. You dont need to keep track of everythings location, as you would just check if that suspected object's rect collided with another objects rect. And if so they are close enough to do a mask check or consider they collided. 

Let's say I draw a cube at coordinate x y z ,4 5 3 respectively.
I want Python to print "cube" when I search the coordinate 4,5,3.
How would I do it?

When you search the coordinate with what? The mouse? Again in pygame it would use rects. If the mouse in the rect then the mouse is in those coordinates.

I think for a better answer, we would need a code snippet. Or a detailed input/output of what you want.