1. I want python for free. How can get it ?

Python is free. You can download python from the official python website. Just type python in google and you should have no difficulty downloading it for your platform. If you can't get past this stage then reconsider your option on being a programmer because you lack the bottom line skills of browsing the web looking for basic information.

2. What IDE do you recommend ? 

IDE stands for Integrated Developement Environement. Linux programmers are often very happy with just text editors because the console is their IDE. They can virtually do anything from their console : start their program, see the results printed, launch the python debugger, the python lint checker, a GUI builder of their choice etc. For people not using linux, they generally don't have powerful consoles and thus prefer to have everything they need accessible from one location : the IDE.

You can choose from a list of more than a dozen of IDEs here, depending on your platform, needs and tastes : http://wiki.python.org/moin/IntegratedDevelopmentEnvironments?action=show&redirect=IDE

3. But I need a tool like visual studio to create graphical applications

Actually, you can use Visual Studio to create python application by installing IronPython, which is a version of python that is compiled for the .Net framework. If you don't have Visual Studio, you might want to check 


For a couple dozens of GUI Design tools and programs, most of which are free.

4. My code doesn't work, I have errors

Follow this flowchart to determine the source of most common mistakes done by beginners :


5. What's the best way to learn python online ?

Interactive
Books (free online books)
Classes
Full documentation
Tutorial
New programmers
Specific to modules or frameworks

Blogs
Videos

6. But I prefer books. Any books ?

A bunch of them. If you're new to programming and want to take python as your first programming language, I recommend "How to think like a computer scientist". If you speak french, Gérard Swinnen has a very good adaptation of the book he entitled"Apprendre à programmer avec python".

If you already know about programming, you can pick "Dive into python".

Other popular books include : 
 - A Byte of Python
 - ...

7. I want to make a windows executable

Try one of p2exe, pyinstaller and cx_freeze


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