The Windows installer is currently not signed . This is why you will see a Windows warning dialog about unknown origin.
To make OpenSCAD for python actually work you need to install Python 3.11. To Make it work follow these steps:

Download and execute the OpenSCADInstaller to install OpenSCAD in your windows

Download and install Python 3.11

In case the installer fails to create a proper desktop symbol, please grab the openscad.exe inside the 'bin' directory and link it to the desktop/taskbar

create a test.py containing something simple like : from openscad import * | cube().output()

Lauch OpenSCAD and enable Feature "Python Engine"

Open test.py and confirm security warning

press F5/F6 to see the cube

extend the code ...

dont hesitate to ask on IRC Channel. or in Reddit if its not working as expected.

If you downloaded the DMG File and fail to run Python Code, jonjelinek has written excelent instructions, how to link PythonSCAD with your Python on MAC. Dare to link it from here. Thank you Jon!