I'm wondering is that possible to control lights connected to Enttec Open DMX USB via Python shell. If it is, how to?
The Open Lighting Project (formerly known as opendmx) provides a Python API, as part of their Open Lighting Architecture (OLA), for use the OpenDMX USB on OSX and Linux. If you're on Windows then I've not found anything apart from the code from Enttec's website which uses the FTD2XX.DLL libraries.
However it should be noted that one cannot use normal serial based libraries (pyserial etc). Basically OLA either needs to use a special kernel module on Linux, or use the generic FTDI non-serial kernel driver in combination with libftdi on Mac or Linux - for details see their device specific page on the OpenDMX.
The communication and protocols used are completely different from Enttec Pro range (which one can just control using simple serial commands with something like pyserial, though OLA also talks to them too).