I wish to python programs execute in a window from clicking an icon.

This is day one of teaching myself and type of coding and Ubuntu so over-explantion and extra detail is appreciated.

Code example I am using 

```
print("Game Over")
input("\n\nPress the enter key to exit")

```

Runs OK in IDLE but when I click the .py file icon it an editor opens instead of program/window

Steps I have done so far

* right clicked the .py file and set permissions to "allow executing file as program"
* read as much as i could and it seems to be pointing me to information that is above my head.

Examples 

```
#!/usr/local/bin/python
#!/usr/bin/env python
CHMOD X

```

None of which I understand or know where to use.

I am using Ubuntu 14.04 and Python 3

Thank you in advance.