How can I import functions from other Python files in Python?

Hello everyone, I recently took an online course on organizing multiple Python files for better readability and understanding. One of the techniques they taught was to create separate functions for specific tasks and keep those functions in a separate Python file. To use those functions, they said we can import them from that file into our main Python file. I wasn’t sure how to do this, so I created a file named with the following code:

import math

def mean_squared_error(y_true, y_pred):
    This function takes two lists of equal length as input:
    y_true: list of true values
    y_pred: list of predicted values
    The function returns the mean squared error (MSE).
    mse = sum([(y_true[i] - y_pred[i])**2 for i in range(len(y_true))]) / len(y_true)
    return mse

def euclidean_distance(x, y):
    This function takes two lists or arrays of equal length as input:
    x: list or array of x-values
    y: list or array of y-values
    The function returns the Euclidean distance between the two points.
    dist = math.sqrt(sum([(x[i] - y[i])**2 for i in range(len(x))]))
    return dist

Can anyone tell me how to import the mean_squared_error() function in my main Python file? I would appreciate it if you could provide me with some examples of different ways to do this.