What's a good strategy for building licensing checking into a Windows desktop app using a Python web application?

This is a very open ended question because I don't have the slightest clue how to start to build this feature.

What I do have is a number of general concerns:

I have developed a commercial Windows desktop application and I want to make money from it but I don't want to build the licensing into the app since it's inevitable that someone will create a keygen or a crack, circulate it online and then it's 'game over' for me.

So my idea was to create a web application where people could purchase a license key that is generated by the web app and every time the desktop application is started up, it will 'phone home' to the web app to check whether the license is valid and whether it seems to be in use at multiple locations.

I'm just not sure how to do this. Would appreciate any general technical strategies and/or pointers to libraries/modules that might be of use.