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Quoting https://www.python.org/dev/peps/pep-0008/#package-and-module-names:

Modules should have short, all-lowercase names. Underscores can be used in the module name if it improves readability. Python packages should also have short, all-lowercase names, although the use of underscores is discouraged.

For classes:

Class names should normally use the CapWords convention.

And function and (local) variable names should be:

lowercase, with words separated by underscores as necessary to improve readability

See this answer for the difference between a module, class and package:

• A Python module is simply a Python source file, which can expose classes, functions and global variables.
• A Python package is simply a directory of Python module(s).

So PEP 8 tells you that:

• modules (filenames) should have short, all-lowercase names, and they can contain underscores;
• packages (directories) should have short, all-lowercase names, preferably without underscores;
• classes should use the CapWords convention.

PEP 8 tells that names should be short; this answer gives a good overview of what to take into account when creating variable names, which also apply to other names (for classes, packages, etc.):

• variable names are not full descriptors;
• put details in comments;
• too specific name might mean too specific code;
• keep short scopes for quick lookup;
• spend time thinking about readability.

To finish, a good overview of the naming conventions is given in the Google Python Style Guide.