I'm reading from a "bookazine" which I purchased from WHSmiths today and its said
during the setup I need to type in these commands into the terminal (or the Command Prompt in my case) in order to make a script without needing to do it manually. One of these commands is chmod +x (file name) but because this is based of Linux or Mac and I am on Windows I am not sure how to make my script executable, how do I?
Thanks in advance.
You don't have shell scripts on Windows, you have batch or powershell. 
If your reading is teaching Unix things, get a virtual machine running (insert popular Linux distribution here). 
Regarding python, you just execute python script.py
How would I go about making a Python script into an executable?