you should have let arcgis install python...currently there should be a
c:\python27\arcgis10... or something in the path. Install it from your installation disk.
from an earlier thread with this morning
from python 2.7
PythonWin 2.7.8 (default, Jun 30 2014, 16:03:49) [MSC v.1500 32 bit (Intel)] on win32.
Portions Copyright 1994-2008 Mark Hammond - see 'Help/About PythonWin' for further copyright information.
>>> import sys
>>> sys.path
['', '...',
'C:\\Python27\\ArcGIS10.3\\DLLs',
'C:\\Python27\\ArcGIS10.3\\lib',
'C:\\Python27\\ArcGIS10.3\\lib\\plat-win',
'C:\\Python27\\ArcGIS10.3\\lib\\lib-tk',
'C:\\Python27\\ArcGIS10.3\\Lib\\site-packages\\pythonwin',
'C:\\Python27\\ArcGIS10.3',
'C:\\Python27\\ArcGIS10.3\\lib\\site-packages',
'C:\\Program Files (x86)\\ArcGIS\\Desktop10.3\\bin',
'C:\\Program Files (x86)\\ArcGIS\\Desktop10.3\\ArcPy',
'C:\\Program Files (x86)\\ArcGIS\\Desktop10.3\\ArcToolBox\\Scripts',
'C:\\Python27\\ArcGIS10.3\\lib\\site-packages\\win32',
'C:\\Python27\\ArcGIS10.3\\lib\\site-packages\\win32\\lib']
>>>
And of course yours may differ...I am using ArcGIS10.3.1 and ArcGIS PRO