You can add a legend in Matplotlib with the following code. If you want to learn Python then I will highly recommend you to read This Book.
Add legend in Matplotlib
from matplotlib import pyplot as plt
x = [1,2,3,4,5]
y = [5,10,15,20,25]
z = [10,20,30,40,50]
plt.title("Numbers and Products")
plt.xlabel("Numbers")
plt.ylabel("Products")
plt.plot(x,y,label="Between X and Y")
plt.plot(x,z,label="Between X and Z")
plt.legend()
plt.show()
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