With the following recipe Geany can show a little popup window with documentation for the selected command or module in a Python file.
[settings] context_action_cmd = python /path/to/pydocw %s
context_action_cmd = python /path/to/pydocw %s
Similar instructions can also be found on http://code.google.com/p/pydocw/
Select some string in Geany and right-click on it to choose 'Context Action' or, easier, use the configured shortcut for 'Context Action'. A little popup will open and show the Python documentation for the selected string.
There is a video on YouTube to demonstrate the usage of this little tool: http://www.youtube.com/watch?v=85RxqGRtDoA