Yes. The way to find them is to expand the class’s Inheritance diagram. You can then click on the various base classes in the diagram to quickly navigate to their document pages and see what methods the class you are interested in will inherit. In that way you should see that SetFocus() is inherited from wx.Window.
EDIT:
A useful feature of an IDE like PyCharm is that it will show you an object’s matching methods in a drop-down list, including which base class they come from:
