When click .py/.pyw file, ROX can not run it with python?

I am using ROX in puppy linux,and I found that ROX can not run .py/.pyw with
clicking on it,is it?
The file begin with "#! /usr/bin/env python",but when click it,it just flicker
and do nothing.Is it normal?
When I click /usr/bin/python,I supposed it open python with a command line
window,but nothing happen,can I do some configure thing to make this?

Thanks!


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