data = pd.read_csv('filename')

km = KMeans(n_clusters=5).fit(data)

cluster_map = pd.DataFrame()
cluster_map['data_index'] = data.index.values
cluster_map['cluster'] = km.labels_

#Once the DataFrame is available is quite easy to filter, For example, to filter all data points in cluster 3
cluster_map[cluster_map.cluster == 3]