The easiest way I know of to use SublimeREPL is from the command palette. Type ctrl-shift-p (on linux at least, might be something like cmd-shift-p on a mac) which brings up a big list of commands. This uses Fuzzy Searching to find things, so you can just start typing what your looking for and it will bring up everything containing those letters. Type "REPL" and a list of all available repl's will show up. You'll need to find one of the SEVERAL python choices. I just tried the plain python one, and it works fine on my system.
Once you have a REPL up and running, you can switch back to the buffer containing your code and choose the Eval in REPL command to evaluate either a selection, a file, a line, or whatever.
From reading your question again, it looks like the step you were missing was to get a REPL running prior to trying to eval in it.
Hope this helps.