print is the name of a Python command, which sends messages to output. The parentheses () after the print command are used to contain what you want to print.
I really dislike the idea that programming languages have "commands", so I would have called it a function since that's the actual term used. And that of course would lead to explaining the parentheses as part of calling a function, by enclosing the parameters.
I admit I didn't read far in this tutorial, so perhaps more correct/typical terminology is introduced later.