Each feature object has a .strand (actually an alias for the feature's location's strand, .location.strand), e.g.

from Bio import SeqIO
for record in SeqIO.parse(filename, "embl"):
    print(record.id)
    for feature in record.features:
        print(feature.strand)
        print(feature.extract(record.seq))

The last line of the example shows how to get the sequence associated with the feature.

See also the SeqFeature built in documentation, also available at http://biopython.org/DIST/docs/api/Bio.SeqFeature-module.html

As explained there and in the Biopython Tutorial http://biopython.org/DIST/docs/tutorial/Tutorial.html the .strand will be -1 for features on the complement strand.