Totally depends on the type of python. One of the most common are the ball pythons which come from Africa- most from Ghana on burrow in the ground or under brush. There are also many types of tree pythons as well from all over. If you know the name I can tell you where they're from! :)
There are many, many different species of Python, ranging in size from tiny little Anthill Pythons of Australia, which are no larger than a Garter Snake, to the Reticulated Python of Southeast Asia, which can reach lengths of over 30 feet. Pythons are found in Australia and many of the Pacific and Indian Ocean islands, including New Guinea, and are also found in Africa and Asia. There is a New World snake found in Mexico that used to be classified as a Python, but DNA has proved it to be unrelated to the true Pythons.
They live in forest