I'm not sure if I'm reading your question correctly, but if you want to open a file that's in the SAME place as your .py script that opens the file, you don't need to set any form of path name. You just type in the name of the file on it's own, for example:
f = file("test.txt","r")
print f.read()
if you saved that into a folder, as long as the file: "test.txt" is in the same folder then it'd run fine.
As for your second question, i don't really know much about wxpython but as far as i was aware python programs were all interpreted, meaning they cant be made into 'stand-alone' .exe/.app programs, the only work around i know of is py2exe. If you used that then no the user wouldn't need to have python or wxpython installed, the downside to py2exe however is that it bundles all the dependencies together which means you might end up with a very large program folder.
Hope this helps