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For the record, Oracle Exadata is a platform consisting of hardware and software designed for extreme Oracle Database performance. cx_Oracle is the Python client library to operate on an Oracle Database - hence you want to connect to an Oracle Database utilizing the Python programming language.
cx_Oracle depends on OCI (Oracle Call Interface). You need to download and install Oracle Client Library on your workstation before you can do import cx_Oracle
from within Python.
You will find the Oracle Client Library here
Best of luck!