Hi,
because scripts are really text files, they are really 'interpreted' (vs. executed), and to let kernel know who is the interpret the unix convention is to put
in the first line of the script the name of the interpret. In your specific case, what reported in the book (/usr/bin/env) can be either a placehoder or a typo.
For use of python in PCLinuxOS however the line should read as:
#/usr/bin/python
EDIT: additionally you should change mode setting of your python program file to allow execution:
chmod a+x your-python-file
AS