Python v3.6.4:d48eceb
Windows 10.0.16299

I search on Internet and I don't find why Python Interpreter (v3.6.4) do that. With python 2.7, I don't have this "problem".

When I launch script like : 
c:\Python364\python.exe compile.py
While the execution, I can rename/modify the file "compile.py". 

But, when I compile the file to .pyc (with py_compile with an another script), and I launch the pyc like :
c:\Python364\python.exe dummy.pyc
While the execution, I CAN'T rename/modify the file because is locked by Python Interpreter. 

It's normal ?

Same for python v3.6.5:f59c0932b4

There's no specific reason as to why that would happen as no files are kept open after importing is finished.

In Python/pythonrun.c, PyRun_SimpleFileExFlags() reopens the PYC file in binary mode, passes it to run_pyc_file(), and only closes it after executing the script. The file should instead be closed in run_pyc_file(), before calling PyEval_EvalCode().

New changeset ea737751b10fff752aafed0231e8a02b82ba365d by Nick Coghlan (Zackery Spytz) in branch 'master':
bpo-33451: Close pyc files before calling PyEval_EvalCode() (GH-7884)
https://github.com/python/cpython/commit/ea737751b10fff752aafed0231e8a02b82ba365d

New changeset 56aaef0ddba6275b8043b58433739a64497f33b4 by Miss Islington (bot) in branch '3.7':
bpo-33451: Close pyc files before calling PyEval_EvalCode() (GH-7884)
https://github.com/python/cpython/commit/56aaef0ddba6275b8043b58433739a64497f33b4

All PRs have been merged (commit message from the 3.6 branch doesn't listed here but PR 7889 has been merged in https://github.com/python/cpython/commit/8f8ad2c38237caf5ee48f690289e8c811d245455) Closing this as 'fixed'. Please reopen if this issue needs to stay open.