using #!/usr/bin/env python3 shebang with Windows

No, Windows does not support shebang lines.

The documentation you've linked relates to the py launcher installed by Python, which can interpret various shebang lines to choose a Python version to run a script with.

setuptools is able to generate wrapper .exes for your Python scripts, but it gets a little involved and already assumes you have a package with a setup.py and so on.

Locally, if you really, really need this, you probably could add .py to the PATHEXT environment variable, so the Windows command line looks up .pys like it looks up .exes (and various others; the current modern default is .COM;.EXE;.BAT;.CMD;.VBS;.VBE;.JS;.JSE;.WSF;.WSH;.MSC). However, this will naturally not scale for distributing apps, as all of your users would need to set that too.

My recommendation is to stick with just that boring old python testing.py, really.

The accepted answer by @AKX is incorrect for Windows 10 standard Python 3, certainly in the latest Windows 10 (1903) if not earlier.

(Note: I cannot speak to how this may or may not work under WSL.)

I have several versions of Python installed (2.7, 3.6, 3.7, and most recently Python 3.8b1). I've been using the #!/usr/bin/env shebang for years in my scripts for cross-platform compatibility (usually to distinguish Py2 vs Py3 scripts).

I've created a little script in a folder (C:\so_test\awtest.py):

#!/usr/bin/env python3.6
import sys
print(sys.version)

If I run this with awtest.py or just awtest I get 3.6.x reported (showing it's running with Python 3.6). If I change the shebang to refer to 3.7, I get 3.7.x reported. If I change the shebang to just #!/usr/bin/env python3 I get the latest version of Python installed (3.8).

Now, if I add that folder to my path (path=%PATH%;C:\so_test in the command window you're testing in, or in the main env vars (you will need to restart the command window if you do the latter though)), I can change to a different directory and run awtest or awtest.py and they still work and refer to the folder in the path. If I remove the script folder from the path these files are no longer found.

While I wouldn't necessarily expect this to work on Windows prior to 10 or Python 2.7, this functionality appears to be the way of things going forward.