I'm following a tutorial for installing a Python application, but I don't see "Setup Python App"?
Setup Python App is a CloudLinux™ feature only. If you are not running CloudLinux, there are two options to get your python web applications running.
You can use Application Manager through cPanel. We have an article that will take you to all the needed documentation here:
How do I set up a Python web application?
The other option would be to purchase CloudLinux, and then Install Python Selector.