The command to enable syntax highlighting in vim is :syntax on, if you want it to be active everytime you launch vim, just add a line containing syntax on in your .vimrc file.
If you're on *nix system (linux, macos) or cygwin and if you already have vim :set syntax set but your filename doesn't end with .py you can add a shebang to the first line of your file:
#!/usr/bin/env python
Next time you open the file in vim, you should see syntax highlighting. Note this will work for other file types, you just use the interpreter name i.e. (python, ruby, sh)