Did you happen to create a module or file called sys? If so you are importing from your local module rather than from the built-in Python sys module
Otherwise, these import commands are case sensitive, make sure everything is in lower case (it is in your post, but you never know):
Without the brackets (i.e. without entering pen() or Pen()), Python just prints out a simple description, so we can see that pen is a function, and Pen is a class (good rule of thumb: names which start with an uppercase letter are generally classes, names with a lowercase letter are functions, variables, and so on). For the example code, we want to create a Pen object (we don't want to call the pen function) - so if you change your code to...
t = turtle.Pen()