Yes, explaining to a beginer how to bootstrap python is hell because windows, mac and linux keeps making sure nothing work the same.
Yes you can use Anaconda if you want, and people who do that are probably data scientists or something and know what they want to do and why. It's well documented and has it's own robust ecosystem.
I say this as someone who's been on Macs at home since 2007 and works professionally on Linux, but I started with Python on Windows back in 2002.
Lol, no. There is one in the Windows appstore too, which has issues with privileges. And I'm almost sure now MS ships it in some other tool too.
The you have powershell permission system.
It's a ton of fun.