Welcome to Linux Questions.
1) helloworld.py from ?
Which tutorial ?? It is possible that the module 'run.py'
is used, but the command 'python helloworld.py' just works
without displaying anything in the terminal window.
2)'idle' has some bugs, but can "save".
(Seems always to say "invalid syntax" when saving)
..This site also suggests using another tool :
free wing ide (wingide-101)
3) '/media' is not meant to be used for developing,
don't do that. Usually it is a good idea only to use
'/home/"user"/ for such work. (/home/lax/tmp and ..
/home/lax/my_python etc. etc.) Using system "places"
will at some time make your system unusable.
4) To execute a python command : The full path should
work, else : 'cd "to directory where file.py is"' ...
and next 'python file.py'
Good Luck !