This is exactly what I want too. The guide for making custom builds seems to indicate that "shell": "true" with cause the interpreter to be launched in a separate window but nothing changes. My project is a text-based adventure game and so to test it I require an interactive instance of the Python interpreter which the built-in console/build-output is incapable of providing along with being hard to read, obstructing and not consistent with what my users will see.
Currently I use the PyNPP plugin for Notepad++


When I am done looking the output I can simply exit the command prompt and go back to the code.
I am in love with some of the features of Sublime Text and really want to invest in it as my primary development environment but the lack of this capability is holding me back.