Just got a patch from Wim. It seems that PyROOT thinks it is working in batch. Therefore no windows are created. The patch is to add at the start of your script, or in a .pythonrc file:
import ROOT
ROOT.gROOT.SetBatch(False)
After that you can do things like
from ROOT import *
TBrowser()
in your scripts. See sft.its.cern.ch/jira/browse/ROOT-5673