I see. No, PyDev is quite different from either PyScripter or PyCharm in this respect.
If you want to compare how the different environments suit you, you'll need to download Eclipse first, and copy the files in the archive to some suitable location - e.g., c:\Eclipse or possibly c:\Program Files\Eclipse - and run eclipse.exe to configure it, then close Eclipse and copy the files for PyDev into the plugins and features folders in the Eclipse folder. Then, you'll want to run eclipse.exe again (or put a shortcut to it onto you desktop and run that) and configure the Python settings.
That having been said, I would add that a lot of developers swear by Eclipse, for several different languages. It's all in your personal preferences, really. Myself, I like Eric quite a lot, but it is a bit of a pain to set up.
BTW, did you buy PyCharm, or are you using the 30-day trial? It's moderately expensive (unless you manage to finagle the free Open-Source Project version) especially if you aren't sure if you like it. I would definitely try a few others before dropping $100 on an IDE. While many do say it is the best IDE for Python, it is, as I said earlier, a personal matter that is hard to generalize about.