How would I write a user input validation statement
scores < 0 or scores > 100
print error message and ask for input again?

Where would I place it, in the below code?

num_test = raw_input("How many test would you like to average? ")
scores = []
for i in xrange(int(num_test) ):
scores.append(input("score "+str(i)+":"))

Generally you write a function for that, something like this:

# check the input of an integer between given limits
def check_input(low, high):
"""
check the input to be an integer number within a given range
"""
prompt = "Enter an integer number between %d and %d: " % (low, high)
while True:
try:
a = int(raw_input(prompt))
if low <= a <= high:
return a
except ValueError:
print("Hey, I said integer number!")
# test the function ...
# expecting an integer number between 1 and 50
num_test = check_input(1, 50)
print(num_test)

The function loops until the correct input has been received.