First I went to http://www.python.org and downloaded the latest version of Python for windows. I made sure to select the option to add it to the system path.
Then I opened windows PowerShell (just a nicer term)
py -m pip install pygame --user py -m pip install numpy --user py -m pip install pyopengl --user
(I also installed NoteTab++, a nice text editor)
From there, I went to github and copied one of the examples from https://github.com/pygame/pygame/blob/master/examples/glcube.py and saved it on my desktop as myglcube.py.
In PowerShell, you just type:
cd Desktop py -m myglcube
Here is my example:
(here is the code)