I am using The Most Complete Starter Kit UN0 R3 Project which is produced by Elegoo and contains and Arduino

Create your circuit

I have attached red to digital pin 9 on the Arduino, yellow to digital pin 10 and green to digital pin 11.

Create a circuit containing a 10Kohm resistor and 3 leds.

Download the Arduino IDE

Download the Arduino IDE from https://www.arduino.cc/en/Main/Software

Upload Firmata onto the Arduino

• Open the Arduino IDE
• Select File -> Examples -> Firmata -> StandardFirmata
• Click the Green arrow to upload the code

Install Firmata1 Python Module

• Open PyCharm
• Open terminal inside PyCharm

pip3 install pyfirmata 

• Pycharm -> Preferences -> Project: nnn -> Project Interpreter
• click +
• search for Pyfirmata1
• click Install Package

Write the Code

from time import sleep
from pyfirmata2 import Arduino
board = Arduino(Arduino.AUTODETECT)
red = board.digital[9]
yellow = board.digital[10]
green = board.digital[11]
leds = red, yellow, green
def off():
    [led.write(0) for led in leds]
def on(*colors, time=0):
    off()
    [color.write(1) for color in colors]
    sleep(time)
on(red, time=3)
on(red, yellow, time=1.5)
on(green, time=3)
on(yellow, time=1.5)
on(red, time=3)
off()
board.exit()

Run your code