You have to import turtle not dog. turtle is the module name and cannot be changed:

import turtle
a_dog = turtle.Turtle() # it can be called a_dog because that is a variable you defined.

The module you need to use is turtle
You cannot replace it by dog ;)

You also mispelled right

You can check a working repl there
https://repl.it/@abc3354/52085

The issue is that there isn't a module named dog, are you meaning turtle? like:

import turtle

Try doing it on a turtle file or something with an out display