Here are your steps:
pip.exe install -U selenium
Above command prompt will install selenium for you.
You can now open Python shell and you can execute below commands.
from selenium import webdriver
Also, you can create test.py file using your favorite text editor and save it with the code bove. Once saved you can open command prompt, navigate to directory where your test.py file is and execute bellow command.
This will open Firefox browser and navigate to Firefox browser.