Sage absolutely has put a copy of a functioning Python on your computer during this install! (I assume you are on a Mac.)
You can always run any (executable with your permissions) thing from elsewhere. Let's assume you have dragged a folder named sage-6.2
onto your Desktop. (I don't know that to be the case, but let's say it is so. Then in a standard shell, if you are just in your home directory, this should work.
$ pwd # your home directory, hopefully
/Users/myusername
$ Desktop/sage-6.2/sage
<Sage starts up>
Or:
$ cd Desktop/sage-6.2 # change directory to the Sage one
$ ./sage
<starts up>
And from any old directory,
$ cd random/directory/long/list
$ ~/Desktop/sage-6.2/sage
<starts up>
But Sage does not install in the "usual" way of putting executables in /usr/bin/
or any of those places, unless you put it there. That is actually a feature, since it keeps things clean and more accessible to those without Unix experience.