You need to be where the .py file reside. It could be possible to use the python package of Ren'Py, but until Ren'Py 8, it's shipped with python 2, so if you try: Open Ren'Py, create a new project ...

Note: This project is built on Ren'Py 7 and doesn't yet support Ren'Py 8 (which uses Python 3). If your game requires Ren'Py 8, please reach out to me. All of the files essential to the chess engine ...