Arduino has a microcontroller. We use C++ on the Arduino IDE to program that.
BoltIoT is a wifi module. That mostly helps you connect multiple devices over the internet. Python being the simplest language, it is BEST to use it to program the bolt module.
You can use BoltIoT WITH Arduino. We call it Boltduino.
I see you are facing issue with digital ocean, putty etc. Let me remind you, this comes under VPS (as per your training module).
For using Linux as an OS to control the module, it was a part of the training. (Benefits - UNLIMITED)
Other Alternative of Digital Ocean is using a VirtualBox or VMware. (Provided in the training module)
If you want to simply run the python program on windows without any knowledge of Linux, head to the thread below. I have provided the Solution there.