The Jenkins ShiningPanda plugin provides a Managers Jenkins - Configure System setting for Python installations... which includes the ability to Install automatically. This should allow me to automatically setup Python on my slaves. 
But I'm having trouble figuring out how to use it. When I use the Add Installer drop down it gives me the ability to

Extract .zip/.tar.gz
Run Batch Command
Run Shell Command

But I can't figure out how people us these options to install Python. Especially as I need to install Python on Windows, Mac, & Linux.
Other Plugins like Ant provide an Ant installations... which installs Ant automatically. Is this possible with Python?
As far as my experiments for jenkins and python goes, shining panda plug-in doesn't install python in slave machines in fact it uses the existing python library set in the jenkins configuration to run python commands.
In order to install python on slaves, I would recommend to use python virtual environment which comes along with shining panda and allows to run the python commands and then close the virtual environment.
How to configure the Jenkins ShiningPanda plugin Python Installations