To set up VS Code on your own machine:

1. Download it from code.visualstudio.com and install it.
2. Open VS Code, click the Extensions icon on the left (the four-squares icon).
3. Search for "Python" (the official Microsoft one) and click Install.
4. Open a folder (File → Open Folder), create a file ending in .py, and you'll get colour and hints straight away.

To run a file, open VS Code's terminal (Terminal → New Terminal) and type python yourfile.py, or press the ▶ Run button in the top-right.