Where does python search for modules to import? [duplicate]

This question already has an answer here:

• How does python find a module file if the import statement only contains the filename? 4 answers

For the code below, where exactly does python search for the module ? Coming from visual studio, I know that libraries and header files can be specified via project properties or environment variables.

What about python ? If i created a wrapper for a C++ function, where should I place the file in order to import it ? I looked through my environment variables and there is nothing python related and there is no gui for python (not that I know of) so I am confused how import files are being searched.

from sys import argv

script, first, second, third = argv

print "The script is called:", script
print "Your first variable is:", first
print "Your second variable is:", second
print "Your third variable is:", third