Python.h: No such file or directory

Most likely Python.h is not in your build systems' include path. You can find out where your Python.h is by running

dpkg -L python-dev | grep Python.h

This will also verify that the python-dev package actually installed a Python.h.

I don't have a kdevelop here, but most IDEs have a setting somewhere where you can specify the include path used by the build system, and you should be able to add the path where Python.h lies there.

EDIT:

As Nikolai implied, you will also need to add the correct library path for the linking stage. (Output of python-config --ldflags).