Hi @Farnam,
If the file (.py or .bat) is not included inside the project and by project properties, try with the whole path to the file so it can be recognized, as such:
python "C:\User\user\Downloads\hello_world.py"

I did a simple test with a hello world and it printed before finishing building:

If this still does not work, try to add
cmd.exe
in front of your command line, so it launches the windows shell/command prompt.
Best regards,
Julián