１から５までの奇数だけの新しいリストを作る

a_list = []
for number in range(1,5):
if number % 2 == 1:
a_list.append(number)

a_list
[1, 3, 5]

内包表記では

a_list = [number for number in range(1, 6) if number % 2 == 1]

a_list
[1, 3, 5]

ループをネストする時

rows = range(1, 4)
cols = range(1, 3)
for row in rows:
for col in cols:

1 1
1 2
2 1
2 2
3 1
3 2

内包表記では

rows = range(1, 4)
cols = range(1, 3)
cells = [(row, col) for row in rows for col in cols]
for cell in cells:
list(cells)

(1, 1)
(1, 2)
(2, 1)
(2, 2)
(3, 1)
(3, 2)