PySide2 is a Python binding of the cross-platform GUI toolkit Qt. Applications built with PySide2 will run on any platform supported by Qt & Python including Windows, OS X, Linux, iOS and Android.
PySide is the official binding for Qt on Python and is now developed by The Qt Company itself.
For a complete guide to desktop application development with Python & PySide2, see the PySIde2 tutorial and PySide2 book Create Simple GUI Applications with Python & Qt.