bge Module Not found

I have looked at other forums and did not find an answer to my problem, i know that for bge the script only works when connected to logic bricks, and just to be sure i was typing it the right way i watched a bge tutorial on youtube and it worked for him but not for me.

how do i download the bge module?
any suggestions would be greatly appreciated

also i noticed after i watched the video the blender console said this:

Python script error - object ‘Cube’, controller ‘Python’:
Traceback (most recent call last):
File “”, line 1, in <module>
ImportError: No module named ‘Bge’
Blender Game Engine Finished