This is how I installed Python on Windows.
Download the Python version of your choice from the official Python site, preferable the latest stable version (I’m installing 3.7.6 here, not the latest…). Download the Windows x86-64 executable installer.
Run the installer. Tick the box Add Python … to PATH.
You may get the option to Disable path length limit. Do that. (Read more about enabling long paths in Windows 10 here)
Python is now installed. Open the Command Prompt and verify that it works:
Read here about installing newer versions of Python on Ubuntu 18.04.