Lay out your logic first, then look for ways to implement that logic. For example, you need a list of file names and a way to pick a 500-size sample without replacement from them. Google "python random sample without replacement" and see where that takes you. Plug in your array of file names and you'll have the solution.

First thing to write down: the core of the problem in plain English.

I'll give you a hint:

You'll want the os module to get a list of files in the directory (alternatively you can use the glob module if needed).

Then you'll want the random or numpy modules for implementing a random choice. If you're using python 3.6 or higher, random.choices has with replacement by default. Easily google-able so I suggest you start there.