Just a follow up on the shared hosting issue. I run my own servers and I don’t run Plesk, but hopefully your host supports SNI (Quick Google says Plesk does) so you (well your host) can run multiple SSL sites off the same IP.
Once you have your cert. you should be able to install the cert (and CA cert) by using the instructions found here:- https://www.digicert.com/ssl-certificate-installation-plesk.htm (obv using the cert and CA cert LE give you instead of digicert). The only downside is that by using the manual method if that you will have to manually update your certs every 90 days (might want to try and renew every 60 days, just so you got some leg room if something goes wrong).
EDIT: As for getting the client to run on Windows. I’ve not actually installed python on Windows in years. any error messages you get will help get you on the right road. But as random stab in the dark make sure you have ran the Python windows Installer https://www.python.org/ftp/python/2.7.10/python-2.7.10.amd64.msi (64 bit) https://www.python.org/ftp/python/2.7.10/python-2.7.10.msi (32 bit) and try the client again. But any error messages you get will help figure out what your missing on your machine to get you up and running.
GL;HF