Error whit modules running a python program from the .py file

So i made a program with some module and everything seems to work well if I run it from the shell but if I run the program from the .py file it doesn't work, and the error says that no module is named selenium ( in the program I Imported webdriver)

from selenium import webdriver

And I have this error in all the .py files even for the other modules... So I am very courious to know why and how can I fix it.... The error:

Traceback (most recent call last):
File "C:\Python34\filename.py" line 2, in <module>
from selenium import webdriver
ModuleNotFoundError: no module named 'selenium'

In this case but is the same with other modules