Velson, when you respond to a post by email, rather than on the web page, please delete the post you are responding to, except for maybe a quoted line or two.  When your response is added to the web page below previous posts, posts quoted in full constitute noise that makes the stream of posts harder to read.

I forgot to mention above that I added a link to this issue on #31329 so that when I work on that, I will be reminded to read comments here also.
They will be helpful.

IDLE is intended for learning to write Python programs and to develop programs that can be run directly with Python, without IDLE.  It is not intended for production runs (though there are a few cases where that might be sensible).  So, to run with IDLE, edit with IDLE and hit F5.

I installed 3.9.0 with the python.org Windows installer and clicked "[X] make this default" (or however that is worded, top of second page, I believe).  Double-clicking file.py or right-clicking and clicking Open runs the file with C:/Windows/py.exe, as I said in my first response.  py.exe then runs the file with the default python.exe.  Right-click also shows Edit with IDLE and a choice of versions.  To get this on your system, you probably best delete all pythons on your system and start over with the python.org installer.  For any more help on installing and using Python, please post to the python-list mail list.