#!/usr/bin/env python3
# -*- coding: utf-8 -*-

# Copyright (c) 2015 Jérémie DECOCK (http://www.jdhp.org)

# Permission is hereby granted, free of charge, to any person obtaining a copy
# of this software and associated documentation files (the "Software"), to deal
# in the Software without restriction, including without limitation the rights
# to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
# copies of the Software, and to permit persons to whom the Software is
# furnished to do so, subject to the following conditions:

# The above copyright notice and this permission notice shall be included in
# all copies or substantial portions of the Software.
 
# THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
# IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
# FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
# AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
# LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN
# THE SOFTWARE.

import sys
from PyQt5.QtWidgets import QApplication, QMainWindow, QLabel

app = QApplication(sys.argv)

# The default constructor has no parent.
# A widget with no parent is a window.
window = QMainWindow()

window.resize(250, 150)
window.setWindowTitle('Hello')

label = QLabel("Hello!", window)

window.show()

# The mainloop of the application. The event handling starts from this point.
# The exec_() method has an underscore. It is because the exec is a Python keyword. And thus, exec_() was used instead. 
exit_code = app.exec_()

# The sys.exit() method ensures a clean exit.
# The environment will be informed, how the application ended.
sys.exit(exit_code)

Add a widget.