At the time of writing I grabbed the Latest Python 2 Release - Python 2.7.11. To be more precise, the Windows x86-64 MSI installer.
After the installation process I had to log out and log in again to use Python in the PowerShell.
PS C:\Users\fluffi> python Python 2.7.11 (v2.7.11:6d1b6a68f775, Dec 5 2015, 20:40:30) [MSC v.1500 64 bit (AMD64)] on win32 Type "help", "copyright", "credits" or "license" for more information. >>> print "Hello, World!" Hello, World! >>> exit()