In your example there were some typos and at the end there was no line sys.exit (app.exec _ ())
which starts the main loop of the application. From here begins the processing of events.
from PyQt5.QtCore import *
from PyQt5.QtWidgets import *
class Page(QWidget):
def __init__(self, parent=None): # __init__
super(Page, self).__init__(parent) # __init__
my_label = QLabel("This is my labet")
layout = QVBoxLayout()
layout.addWidget(my_label)
mainLayout = QGridLayout()
mainLayout.addLayout(layout, 0, 1)
self.setLayout(mainLayout)
self.setWindowTitle("my first Qt app")
if __name__ == '__main__': #
import sys
print("LOEREE")
app = QApplication(sys.argv)
window = Page()
window.show()
sys.exit(app.exec_()) # !!!