To run the command-line interpreter for Windows, go to Start->Run and type "cmd". (If "Run" isn't an option under the Start menu see the directions here). Alternatively, you can go Start->Accessories->Command Prompt.
This should start Windows' command-line program, which has similar functionality to Terminal on Windows:
Depending on how Python was installed, you should just be able to type "python" when you're in the command-prompt program and it will run Python, just like we saw in class. If this doesn't work, follow the directions here for getting Python working within the command prompt.
If you have any problems, I'd be happy to help you figure this out.