There's no need to shout.
I'm afraid your question is far too vague for us to give you an answer. What do you mean by "connect"? The obvious answer is that you want to run Jira as part of your Intranet, in which case, create a Jira installation and make it available on an internal URL. If it's not that, then you're going to need to tell us more about what you mean.
Well, shouting in general - easy on the CAPS LOCK :-)
Anyway, you're writing something in Python, and you've got a Jira somewhere, and you want to pull data from that Jira to be used by your Python application. The best thing to do is use REST to talk to Jira.
A basic Python example can be found under: https://confluence.atlassian.com/display/DOCSPRINT/The+Simplest+Possible+JIRA+REST+Examples
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