I think it'll compile various Pythons on your machine under your user. I'd prefer to install (learned this today) with Homebrew multiple versions (not sure how possible it is) as `brew install python@3.6 python@3.7 python@3.9` (because Big Sur has 3.8 built-in).

In reality, I'm a more traditional Unix person and prefer MacPorts, where you can do `sudo port install python36 python37 python39` in a very BSD way of doing things.

Homebrew has broken my computer one time too many.