When you run a Python script in SublimeText, the console that opens at the bottom is an output view only. It's not a full terminal, just a display of the program's output. As a result, it doesn't accept input.
If you want to interact with your script, you'll need to run it in a real terminal program that's actually hooked up to stdin.
On Windows, you can open the command line by pressing the Windows key, typing "cmd" into the search bar, and pressing Enter. Try ConEmu or Git Bash if you want a better command prompt than the standard one from 1995.