I see in the code on this Sage wiki page the following code:

@interact
def _(order=(1..12)):

Is this (1..n) syntax unique to Sage or is it something in Python? Also, what does it do?

It's Sage-specific. You can use preparse to see how it is desugared to:

sage: preparse("(1..12)")
'(ellipsis_iter(Integer(1),Ellipsis,Integer(12)))'

See here for documentation of ellipsis_iter, here for information on the preparser.