Okay so first off what is python:'Python is a general-purpose high-level programming language. Its design philosophy emphasizes code readability. Python claims to "[combine] remarkable power with very clear syntax", and its standard library is large and comprehensive. Its use of indentation for block delimiters is unusual among popular programming languages.' - wikipedia
Okay so basically, its a programming language, which means that you gotta type stuff.
First, insert a Sprite onto the screen. Then switch to the event sheet editor. To insert a 'script' block, right click and select 'insert script'
Lets start with a really simple script
[code:2dnrrrmr]Sprite.X += 1[/code:2dnrrrmr]
When you run it, that sprite will move to the right 1 pixel per frame. Basically this script block of python is run each frame, just like events are. In fact, you can place a python script anywhere in the event sheet just like a regular event (ie. You can have a python script as a sub event)
Switch back to the layout editor, hold control and make a second instance of 'Sprite'. In fact, make a couple (press enter as you drag instead of constantly dragging and dropping) and now run the application.
You will notice only the first instance moves, none of the others do.
Python only evaluates one instance (in this case, the first).
If you want to move other instances, you need to refer to them in an array notation. Eg:
[code:2dnrrrmr]Sprite.X += 1;
Sprite.X += 1;[/code:2dnrrrmr]
Or...and this is a better way...take advantage of python for loop:
[code:2dnrrrmr]for s in Sprite:
s.X += 1[/code:2dnrrrmr]
This means it will loop each instance of Sprite, and move it along the x axis by 1 unit per frame.