The code that you run in Pyzo, i.e. the thing you want to run fast, is executed in a subprocess. In the task manager the Pyzo process is only for the IDE. You should look for a process called "python" instead.
Further, Python has a global interpreter lock (GIL in short). This means that only one thread is allowed to run at a given time. For IO this works well, because if one thread is waiting for e.g. reading from disk, the other threads can work. But if multiple threads do work, only one of them is working at any given time. There are ways to work around this, but it very much depends on your use-case.