Well, the error message indicates that you don’t have a valid python file to build in this particular program. So, make sure you saved your program with a .py extension. After then, on the ‘Tools/Build System’ menu, make sure your build system is set to either ‘auto’ or ‘Python’
I think you should read the python documentation very clearly before giving it a clinical start. You, do have to have strong knowledge of a certain programming language before starting it. Go here and read the documentation first.
In the latest python version, you have to use parenthesis in a print function. You want to do something like this
print ("Hello World!");