I created address using web3.py and get balance of it. Result is '0'. It's OK. But provider URI is 'https://api.myetherapi.com/eth'(indicated here) I think this is live net. I want to test in testnet. How can I create ethereum node and use it? (Is that I create ethereum node necessary?)
First. You are a bit confusing about your "test net". Testnet is a network where the chain is completely different from the "normal" one. So accessed from your node or from a remote node won't change anything.
Second, the location of your node does not make the differentiation between testnet and normal net. You could run a geth node on your computer and connect to it, it would be normal net if you don't specify specific parameters. Or you can connect to a remote testnet node.
To run your own node, check the geth documentation. => https://github.com/ethereum/go-ethereum/wiki/geth
Edit for the comments:
Whare are nodes? I cannot explain completely how ethereum works. not because I don't know but because it would take too much time. But here are the main principles:
People share the exact same "database", they synchronize with each other. If you want to be part of it, you can use a specific software (like geth) to get the chain. You now are a node. You can just be a node that synchronizes and nothing else, or you can be a miner.
To act on the chain, you need to send transaction connecting to a node. It does not matter where the node is. It can be yours, or an other one like Infura (https://infura.io/) that provides keys to connect to their node(s). Once your transaction has been transfered to the node, it will be broadcast and someone will mine it.
What is testnet? Testnet is a common name to qualify "tests" networks. Ethereum has 4 main networks: mainnet: the main network. Where your ether actually has value (in theory) ropsten: test network. Your ether is worth NOTHING. You can ask to get ether to faucet. It's free. It is used for testing your smart contracts (for example) rinkeby: also a test net kovan: also a test net
Some of them have specificities, in particular about the way they work (POW, POS...)
If you are new to ethereum, I STRONGLY RECOMMEND reading documentation like the white paper (https://github.com/ethereum/wiki/wiki/White-Paper) and, if you want more technical details, the yellow paper: http://yellowpaper.io/