The need for python is dependent on how the Add-On build process is setup. For the examples included in the API DevKit it's needed. I would recommend to install Python via the Visual Studio Installer. Then it should be available for Visual Studio to use when building your project. See the screenshot (I use VS 2022 but VS 2019 should be the same in this regard):
In case it's still not found, you might need to add the Python path to the PATH environment variable.
The error message "python was not found; run without arguments to install from the Microsoft Store, or disable this shortcut from settings" typically occurs when you try to run a Python script, but Windows is unable to locate the Python interpreter. To fix this, you can either install Python from the Microsoft Store by running it without any arguments (just type "python" in the command prompt and follow the installation prompts) or you can disable this specific shortcut in the Windows settings if you don't intend to use it. Installing Python from the Microsoft Store ensures that the Python interpreter is readily available for running scripts and applications on your system.