Ren'py basically combines all of your scripts together into one giant script. The only thing you would normally worry about sequencing would be initialization code. You can tag "init" blocks with a number that will cause them to run in the order you want. See here:
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under "Init Python Statement". Note that "define" statements effectively get transformed into "init" statements, so they all run before any of the rest of your code.
Otherwise, code runs when Ren'py gets to it. (i.e. start with the "start" label, or wherever the save left off, and go from there.)
If you have the console enabled (define config.console = True), then when you hit Uppercase-O, you get a screen on which you can type basic Python commands to inspect and change variables, as well as execute some basic commands like "jump to label." Useful for debugging. More tools described here:
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