any(vowel in word for vowel in 'aeiou')
Where word is the word you're searching.  
Broken down:
any returns True if any of the values it checks are True returns False otherwise
for vowel in 'aeiou' sets the value of vowel to a, then e, then i, etc.
vowel in word checks if the string word contains vowel.
If you don't understand why this works, I suggest you look up generator expressions, they are a very valuable tool.
EDIT
Oops, this returns True if there is a vowel and False otherwise.  To do it the other way, you could
all(vowel not in word for vowel in 'aeiou')
or 
not any(vowel in word for vowel in 'aeiou')