If the file name already ends with .py, you shouldn't have to do anything. Emacs should pick the right mode based on the extension. Or if the file starts with a #! interpreter specification for python, Emacs should pick the right mode based on that.
Anyway, if you want to set the mode explicitly, add a comment containing -*- mode: python -*- on the first line of the file — or if the first line specifies a Python interpreter, you can put the comment on the second line instead.
So your file would start with:
#!/usr/bin/env python
# -*- mode: python -*-
You can find more information and examples in the Specifying File Variables section of the Emacs manual.