I have QGIS installed (on Windows) and can import this line from the QGIS Python console:

from osgeo import gdal

When I try the import in a python file it doesn't work

Traceback (most recent call last):
  File "C:/Users/xxx/loader.py", line 6, in <module>
    from osgeo import gdal
ImportError: No module named osgeo

How can I use the osgeo lib outside from qgis?