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The Debug Console is used when you're debugging something and are stopped at a breakpoint or exception. It implements a Python Shell that interacts with the live program state at the frame the program is stopped (possibly up the stack, if you move upward in the debugger).
The Python Shell is probably what you're looking for. You can enable debug in it from its Options menu.
Or, you can start debugging a selected Python file from the Debug menu.
I'd recommend going through the Tutorial in the Help menu to get an idea of what is available and how it is used.