There is much simpler ways to get the same result(prime numbers < 10000)
but if you insist to use that code you can add a simple loop
def main():
_list_ = []
for i in range(2, 10001):
_list_.append(i)
k=0
while k<10000-2:# n starts from 2
n = _list_[k]
multiple = 2*n
while multiple <= 10000:
multiple += n
_list_.remove(multiple)
k = k + 1
main()