First things first, you’ll want to choose your version of SQL Server. Python is available on 2017 and greater. For this demo I’ll be using SQL Server 2019 Developer Edition (CTP 2.2).
With 2019 CTP2.2 they’ve increased the requirement of your OS too, in my example I had a spare VM with Windows Server 2012 laying around but I needed to update this to Server 2016. Check the relevant documentation for the version you’re using.
Click through for a step by step guide with plenty of screenshots.