Welcome to the forum. A lot more information is needed in order to understand the situation properly.
I assume you mean, that some book that you are using to learn about Python, tells you about these environment variables.
Yes; they normally aren’t set. There are many possible environment variables that Python can use, as documented. If they aren’t provided, Python just ignores it or assumes a default. That’s how environment variables normally work for programs.
Exactly what does this mean? Which “files”? The code that you wrote? The Python installation itself? A virtual environment? Something else? Exactly where did you move them, and how did you do this?
Also, what problem did you hope to solve by moving the files? What is the underlying motivation for all of this?
Exactly what does this mean? Did you use a CMD window and type python and hit enter? Did you choose to run IDLE from the Start menu and try to use a “Python shell” window inside that program? Are you using some other IDE (such as Visual Studio Code, PyCharm, Spyder etc.)? Something else?
Please copy and paste, exactly and completely the text that you are getting - including any command that you type to start Python, and the prompt for that command (or else explain how you are getting there). Read the pinned thread first, and format the text like multi-line code. This will make it possible for us to actually understand what is happening. So far, it looks like you are using Visual Studio Code, but I would prefer not to have to guess this. It also isn’t clear what steps you’re taking within the program - are you trying to use a REPL? Trying to run some source code file (which one?)? Something else?