To open the Python Console: Select Connectivity: Python Console in Origin interface.
You can execute Python code directly in Python console. The Python version embeded is controled by system variable @PYV, when @PYV = 3 (Default), the embedded Python is 3.3.5, while if @PYV = 2, it is 2.7.8.
To set the value for a system variable, click Preferences: System Variables to open the Set System Variables dialog.
To learn more about working with Python in Origin, see this page.