Does Visual Studio 2017 support Python?

Yes, in a big way. Just the Intellisense support may by itself a great help.

You need to install PTVS (Python Tools for Visual Studio) to have Python support in Visual Studio (2017,2015, 2013 and earlier). In Visual Studio 2015 you need a Python Interpreter (Python 3.5 or earlier, 3.6 and above are not supported). The VS may guide you to install a Python Interpreter.

Python support is not presently available in Visual Studio for Mac, but is available on Mac and Linux through Visual Studio Code.

More here:
https://docs.microsoft.com/en-us/visualstudio/python/installing-python-support-in-visual-studio

Well, here is my personal take. I have Microsoft Visual Studio Community 2017, version 15.5.7 which has the following Python related products:

VS2017Python_1

In the installed templates I can see all of the following that are specific to Python:

VS2017Python_0
What is more. You also get other perks, if you install Visual Studio that I have installed:

VS2017Python_2

Actually, I have other Python stuff as well:

What is mssql-scripter?

In your SSMS on your computer you can use the Generate Scripts drop-down
menu to create scripts for database objects as shown here for Northwind database on SQL Server 2016 SP1.

However, the above is for SQL Server on Windows Platform. However, mssql-scripter tool provide the same functionality as Generate Scripts wizard on SQL Servers on Linux and macOS. Of course mssql-scripter would work on Windows as well.

Using mssql-scripter based on Python you can generate T-SQL scripts for objects on SQL Servers, Azure SQL database and Azure SQL Data Warehouse.

The generated script is saved to a .sql file or, on Linux can be piped to standard Unix utilities (sed, awk and grep ). The scripts can be checked into source control systems as well.

The source code for mssq-scripter is found here:
https://github.com/Microsoft/sql-xplat-cli

What is Microsoft R Open and how do you get it?

Are you interested in doing statistical analysis of data on a SQL Server? If you say yes, you need to use the most developed statistical ananlysis language R to go with it.

Microsoft R Open is the enhanced distribution of R from Microsoft. It is complete and open source platform. The version R Open 3.3.0 is 100% based on the R-3.3.0 statistical language (R Foundation for Statistical Computing). It is available for 64-bit acrchitecture only.

Its features are:

• Improved performance
• Reproducibility
• Support for Windows and Linux-based Platforms

You may download it from here: https://mran.revolutionanalytics.com/download/

However, if you have already installed SQL Server 2016 and you want to use the R 3.3.0 features then
https://mran.revolutionanalytics.com/download/mro-for-mrs/

Note that R Open is automatically installed for you during installation of R Server.