For best compatibility, install Python from Window → Plugin Manager → Modules. Click the Install button next to “Python” and the relaunch Glyphs.
Then, go into the app settings (Glyphs → Settings… → Addons) and select the Python version ending in “(Glyphs)”. Relaunch Glyphs again and now the scripts should work.
Did you quit and relaunch Glyphs after installing Python from the Plugin Manager?
If you did relaunch and there is still no option ending in “(Glyphs)”, go to the Script menu → Open Scripts Folder. A Finder window will open. There, open the Repositories folder and have a look whether it contains a folder named “GlyphsPythonPlugin”.
If “GlyphsPythonPlugin” exists, delete it in Finder and then quit Glyphs. Then, try the installation steps again.
If “GlyphsPythonPlugin” does not exists, that would be very strange.
I was fail to install python by plugin manager so I just download and drag it into the script folder. Now I can see the python ending in Glyphs however, it ask me to install the python runtime again.
The installation can take a wile, maybe a few minutes depending on your internet connection. From the screenshot that you posted, the “GlyphsPythonPlugin” folder is still empty. Delete it and relaunch Glyphs. Then, install Python from the Plugin Manager and wait until the installation is complete. Only then relaunch Glyphs and follow the steps from above.