From ensembl id to protein structure
Ensembl to PDB

So the dataset you need is from SIFT. There is one with Ensembl IDs. Majorly this also includes what chain is your peptide and what is the offset. About the latter, I actually wrote a blog post about it recently.

PDB download

Using Python, the Biopython PDB module is very good. Although the PyMol module is more powerful. But as you want only coordinates (right?), you'd best use the former, which has a better documentation.