Python doesn't get compiled - it's an interpreted language (which is why there were comments about it sometimes being slower and more resource-hungry). To put it in scratchbox, that depends on where you want it. From outside sbox, your sbox home directory is actually at /scratchbox/users/[username]/home/[username]. Once logged into sbox, that is mapped to /home/[username]. After that, you'll have to copy your two files to somewhere Maemo expects them to be. To be honest, I can't remember where that is, but I think it's in /usr/lib. Be aware, however, that sbox has a different /usr/lib for each target, so you'll have to put it in /targets/[targetname]/usr/lib/whatever.
...and I just woke up, so that's about all I can tell you right now :P