Teste no Final (while + break)

Python não possui do...while. O equivalente é while True com break no ponto de parada.

i = 1
while True:
print("Number: ", i)
i = i + 1
# Unlike while, this loop STOPS when the condition becomes TRUE
if i > 3:
break

while True:
print("--- SYSTEM MENU ---")
print("1. Play")
print("2. Settings")
print("0. Exit Game")
option = input()
if option == "0":
break

print("The game continues...")

print("The game has ended.")