I am running command-line Python scripts from the Windows taskbar by having a shortcut pointing to the Python interpreter with the actual script as a parameter.
There's a simple way to do this, you can use keyboard module's wait function. For example, you can do:
import keyboard
print("things before the pause")
keyboard.wait("esc") # esc is just an example, you can obviously put every key you want
print("things after the pause")