Add blurb about executable scripts on Windows. #760657.

Doc/tutorial/interpreter.rst

@@ -166,6 +166,12 @@ The script can be given an executable mode, or permission, using the
 
    $ chmod +x myscript.py
 
+On Windows systems, there is no notion of an "executable mode".  The Python
+installer automatically associates ``.py`` files with ``python.exe`` so that
+a double-click on a Python file will run it as a script.  The extension can
+also be ``.pyw``, in that case, the console window that normally appears is
+suppressed.
+
 
 Source Code Encoding
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