I found a very nice small Python IDE for Windows called PyScripter.
“PyScripter is a free and open-source Python Integrated Development Environment (IDE) created with the ambition to become competitive in functionality with commercial Windows-based IDEs available for other languages. Being built in a compiled language is rather snappier than some of the other Python IDEs and provides an extensive blend of features that make it a productive Python development environment.” (source)
The install file is less than 5 MB and PyScripter provides all the features you want from a modern IDE: syntax highlight, run code and see the output, code completion, built-in Python shell, debugger, etc.
Here is a youtube video for beginners that shows first how to install Python on Windows, then presents PyScripter.