What's a more Pythonic way to test parts of my code?

I'm on Windows 10, Python 2.7.13 installed via Anaconda. Recently I've been writing a lot of scripts to read/write data from files to other files, move them around, and do some visualizations with matplotlib. My workflow has been having an Anaconda Prompt open next to Sublime Text, and I copy/paste individual lines into my workspace to test something. This doesn't feel like a "best practice", especially because I can't copy/paste multiple lines with indents, so I have to write them out manually twice. I'd really like to find a better way to work on this. What would you recommend changing?