The Python zigbee module is built into the firmware of the ConnectPort X family of products.
This functionality is not available (yet) on a PC because ZigBee functionality is implemented as an extension of the network stack of the ConnectPort X family of products. In short, if you are familiar with the standard BSD family of network sockets functions (bind(), recvfrom(), sendto(), select(), etc.) learning how to program for ZigBee networks will be a snap!
Do you have a ConnectPort X device?