There are a couple of confusing points to your code. What exactly is your end goal? You want all digits of a single number in the array? Or you want the user to enter multiple numbers?
Even with those things that confuse me there are still some things I can see are erroneous:
a[i].append=iNum%10
This is destined to fail right from the get-go: since a has been declared empty (a = []), there is no a[i] element. You can try this code out in an interactive environment like IDLE:
>>> a = []
>>> a[0] = 'hello'
Traceback (most recent call last):
File "<pyshell#4>", line 1, in <module>
a[0] = 'hello'
IndexError: list assignment index out of range
You probably meant to call the append method on lists. However, to call that method, you don't use the equals sign, you use parenthesis. Something like so:
a.append(iNum % 10)
Another thing to note is your call to range is slightly superfluous. Since iterating from 0 to some number by a step of 1 is so common, it's the default.
range(iLen)
Putting it all together, we wind up with this:
a=[]
for i in range(iLen):
a.append(iNum%10)
iNum=iNum//10
If you want to get the digits of a single number into a list, you can simply use the list function on your string, like so:
>>> list('123')
['1', '2', '3']
And in Python, you can loop over the characters of a strings using the for loop. So if you want to convert each character to an integer, you can even do something like this:
a = []
for digit in str(iNum):
a.append(int(digit))