What you use in Python is not Qt directly but the Python wrappers for Qt, which might be either PySide (available to free users) or PyQt4 (GPL license, available only to subscribers). Enthought recommends using PySide unless you have unusual requirements for PyQt4 wrappers.
PySide is installed by default in all Canopy installations.
On Mac OS X and Linux, Qt is a separate package which is automatically installed as a dependency of PySide.
On Windows, for now, Qt itself is bundled into PySide, so there is no separate package named Qt.