Like the applications themselves, each scripting implementation has it's own quirks.
The basic Python stuff isn't difficult to get the hang of, but for the application specific stuff nothing but experimentation will help you understand what is required.

Blender has it's own (OpenGL based) GUI toolkit.
Another alternative GUI toolkit is wxWindows.

For extension libraries like PIL which have native components (DLLs or SOs) you need to make sure that you get a version compiled for the correct version of Python.
Installing them can also be tricky as not all embedded implementations make the registry entries Windows installers rely on, meaning you'll need to know where to put the files.