On Windows the normal name for the python executable is
python.exe (console program) or
pythonw.exe (for GUI programs).
The python executable is sometimes called
python3 on some platforms, where the default (
python) is the old python 2. On many UNIX-based (inc. Linux and OS X) systems, python 2 is used by system utilities, changing it could have bad consequences on those platforms, hence the name “python3”.
On Windows you should be fine – there are other issues on Windows but you won’t get those unless you try to use more than one python version.