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How to resolve error when trying to run a query on localhost using Splunk SDKs: "ConnectionRefusedError"?

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I am getting below error when trying to run query using splunk SDKs,

python "C:\......\splunk-sdk-python-1.6.6\splunk-sdk-python-1.6.6\examples\search.py" "search index=_internal | stats count by node_type"

  File "C:\Program Files (x86)\Python\lib\http\client.py", line 1229, in request
    self._send_request(method, url, body, headers, encode_chunked)
  File "C:\Program Files (x86)\Python\lib\http\client.py", line 1275, in _send_request
    self.endheaders(body, encode_chunked=encode_chunked)
  File "C:\Program Files (x86)\Python\lib\http\client.py", line 1224, in endheaders
    self._send_output(message_body, encode_chunked=encode_chunked)
  File "C:\Program Files (x86)\Python\lib\http\client.py", line 1016, in _send_output
  File "C:\Program Files (x86)\Python\lib\http\client.py", line 956, in send
  File "C:\Program Files (x86)\Python\lib\http\client.py", line 1384, in connect
  File "C:\Program Files (x86)\Python\lib\http\client.py", line 928, in connect
    (self.host,self.port), self.timeout, self.source_address)
  File "C:\Program Files (x86)\Python\lib\socket.py", line 727, in create_connection
    raise err
  File "C:\Program Files (x86)\Python\lib\socket.py", line 716, in create_connection

ConnectionRefusedError: [WinError 10061] No connection could be made because the target machine actively refused it

Any idea what is going wrong here?
Are there any prerequisites to use SDKs?

Thanks & Regards.

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