I was able to get things working and to start experimenting with steem-python by going to vultr.com (there are lots of other VPS options too, and I just chose vultr because I already had an account with them) and then I deployed their smallest VPS server (1 cpu and 512MB memory) with selecting Ubuntu version 16.04 x64 which already comes with Python 3.5, and then I ran the following commands.

apt install python3-pip
pip3 install --upgrade pip
apt install python3-setuptools
apt install python3-dev
apt install libssl-dev
apt install build-essential
pip3 install -U steem

To start Python I ran the following command.

python3

This got me to where I saw the >>> prompt, and then I entered the following to test things out (e.g. get my sbd_balance and voting_power), but there are lots of other options you can see on http://steem.readthedocs.io/en/latest/steem.html.

from steem import Steem
s = Steem()
s.get_account('twodollars')['sbd_balance']
s.get_account('twodollars')['voting_power']
exit()

There is probably a better/easier way, but it helped me to start experimenting with things.