I created a basic music playing script with python 3.6 and pygame
import pygame
from pygame import mixer
pygame.mixer.init()
mixer.music.load(r'Z:\path_to_wav')
mixer.music.play()
and while this plays alright when i open it from IDLE and execute with F5, it doesn't play if i double click the .py file.
I suspect it is because of the fact that the python (black cmd-like) window opens and closes instantly when you run a .py file. I find it similar to the song stopping when closing the IDLE window when running it from there.