First, download CUBRID Python Driver for Windows. You will be given options to select your system architecture, and Python version. Make sure that you download the x64 bit version only if you have the 64 bit version of Python installed.
Extract the archive you downloaded from the links above. You should see a folder and two files in the folder: CUBRIDdb\__init__.pyCUBRIDdb\connections.py, CUBRIDdb\cursors.pyCUBRIDdb\FIELD_TYPE.py, _cubrid.pyd and _cubrid_exceptions.py(_cubrid_exceptions.py file is not required for cubrid 8.4.3). These files should be copied to the Lib folder of your Python installation.
Assuming Python is installed in C:\Python27, then the paths you should see are:
C:\Python27\Lib\_cubrid_exceptions.py (Perhaps not exists in some version)