Compiling Python on Windows : how to deal with modules ?

[r2d3]

Hi Pythoners,

I am using Python embedded in my application (OSX,Windows) and I need
to distribute Python as part of my application.

On OSX, no problem, I got a self contained framework (with dynamic
library and all the modules).

On Windows, I manage to compile Python 2.6.2 with PCbuild\build.bat
and I get python26.dll/python26_d.dll.

But the readme gives no clue about how to deal with the module
"compilation"/installation.

So how do I "compile"/package all the modules that comes with Python
source distribution on Windows ? To embed it in my distribution, I
just copy the whole Modules tree (only pyc/pyo/pyd files ?) ? and set
the right sys.path from my C code (using PySys_SetPath) ?

Thanks in advance.