[Fabsch]

You can just open gamemode.py in gamemodes with any text editor (i.e. Notepad++, which brings a shell extension to easily open any files) and write your Python script. After that you only need to start the server and the new script will be loaded.
If you don't know how to start a script, there are some example scripts in the downloaded archive.

Also, you need to set the gamemode to python in server.cfg, or it won't load the Python script, see the plugin topic, everything important should be explained there.