Using the Spyder IDE
You can launch the Spyder
Python IDE, which is included in Anaconda Python, from the Windows Program menu (the installer should have placed it in the Anaconda folder).
Gurobi Interactive Shell commands can be typed directly into the Spyder Console window:

Note that a general-purpose Python IDE like Spyder requires one extra
step that isn't required when you launch the Gurobi shell from the
Gurobi icon or by using the gurobi.bat command:
you must manually load the Gurobi module by typing
from gurobipy import *
before issuing any Gurobi commands.
You can also use Spyder to run any of the Gurobi examples. For
example, if you use Open
under the File
menu to open
Gurobi example mip1.py
, and then click on the Run
icon
(the green triangle), you should see:

Some Gurobi examples require command-line arguments. Those can be
input from the Configure...
item of the Run
menu.
For example, to run the sudoku.py example with file
sudoku1 as input ...

Anaconda Python includes all of the Python modules used in the Gurobi
examples, but feel free to explore the vast library of additional
Python modules. A list of available modules can be found
at the
PyPI site.
You can use the conda
command to install additional modules.
Type conda
into a terminal window with no arguments to get
additional information on this command.