How to make push notifications in python?

Question

Python

How to make push notifications based on the principle of overlaying an image on existing ones?
Layered image where the last layer will be my information or just text.
At a glance, I understand many games often do this, for example, when an MMO game enters, often protection systems have an image on which clicks pass through, and the image is higher than other windows, (usually the priority over other windows can be reset by calling something from windows , e.g. start).
Also, but this is just my guess, monitoring programs like Msi Afterburner and others work, displaying just text from FPS or graphics on top of the game.
How can this be done on your own?
I know about windows push notification, but I don't like this implementation. (If anyone decides to specify)