This script will add a new bezier curve, and set its bevel and resolution properties:
c = bpy.context.object
c.data.resolution_u = 24 # Preview U
c.data.fill_mode = 'FULL' # Fill Mode ==> Full
c.data.bevel_depth = 0.02 # Bevel Depth
c.data.bevel_resolution = 4 # Bevel Resolution
On a more general note, Blender can help you find the Python API commands and properties for doing most anything. When you hover with your mouse cursor on a property in the UI, you'll see a tooltip message, that includes the Python API at the bottom (in the example below I placed the cursor over the Bevel Depth property):
Also, the online API documentation is your best friend. There's a convenient search box on the left menu, that will get you all kinds of useful stuff if you type in "curve bevel", for instance.