How to use SCPI over RS232 with a Rigol Programmable load?
You won't need to, make sure that the settings match these

It sounds like you've gotten that far. The next problem is finding the right end of line characters, which are not described in the document but usually are used. With serial, the command interpreter on the instrument need to know where the end of a command is. This is usually done with the newline or carriage return characters
The best way I've found to trouble shoot instruments with serial ports is to use realterm
Set the port (make sure it's the right one), the baud, and the stop and databits.  Then open the port (port tab)
Then send an *IDN? command (send tab) and you should see something come back, if you don't then try checking the LF then send again, if if that doesn't work then try the CR
or try both. You should see something come back.
If none of that worked then you might not have the right serial cable, they come in straight and crossover versions.

You can also turn on the display to see all characters coming back, this helps to understand how your software needs to interpret the serial stream coming back. (you would also need to use a serial package with python and maybe parse the serial stream)