How do I create an interactive plot in python that generates a new plot depending on where i clicked?

Here is an example how you could do this in Bokeh v1.1.0

from bokeh.plotting import figure, show
from bokeh.models import TapTool, CustomJS, ColumnDataSource, Row, ColorBar, LinearColorMapper, BasicTicker
from bokeh.models.sources import ColumnDataSource
from bokeh.transform import transform
from bokeh.palettes import Viridis256
import random

stores = ["store 1", "store 2", "store 3"]
months = ["january", "fabruary", "march"]
x = ["store 1", "store 2", "store 3", "store 1", "store 2", "store 3", "store 1", "store 2", "store 3"]
y = ["january", "january", "january", "fabruary", "fabruary", "fabruary", "march", "march", "march"]
colors = ["#0B486B", "#79BD9A", "#CFF09E", "#79BD9A", "#0B486B", "#79BD9A", "#CFF09E", "#79BD9A", "#0B486B" ]

p1 = figure(title = "Categorical Heatmap", tools = "tap", toolbar_location = None,
            x_range = stores, y_range = months)
p1.rect(x = x, y = y, color = colors, width = 1, height = 1)

categories = ['shoes', 'pants', 'suits']
category_sales = {}
for store in stores:
    category_sales[store] = {}
    for month in months:
        category_sales[store][month] = [random.choice([i for i in range(10000)]) for r in range(3)]

dummy_category_sales = [1000, 1100, 1200]
data = {'x': categories, 'y': dummy_category_sales}
source = ColumnDataSource(data)

p2 = figure(x_range = categories)
bars = p2.vbar(x = 'x', top = 'y', source = source, bottom = 0, width = 0.5)
bars.visible = False

code = '''if (cb_data.source.selected.indices.length > 0){
            bars.visible = true;
            selected_index = cb_data.source.selected.indices[0];    
            store = cb_data.source.data['x'][selected_index]
            month = cb_data.source.data['y'][selected_index]

            bars.data_source.data['y'] = category_sales[store][month]
            bars.data_source.change.emit(); 
        }'''

p1.select_one(TapTool).callback = CustomJS(args = dict(bars = bars, category_sales = category_sales), code = code)

plots = Row(p1, p2)
show(plots)

Result: