Download the script, make it executable (chmod +x /path/to/pythonTOTP-dmenu) make a file named keysin the same directory (or change the code that references that file)keys` has this structure:
Name of the site
TOTP KEY GIVEN BY THE WEBSITE
Name of another site
TOTP KEY OF THE SECOND WEBSITE
...
The rows with the name is what you'll see in dmenu when you launch this script