This section provides a recipe for building a Python extension on
Windows.
Grab the binary installer from http://www.python.org/ and
install Python. The binary installer has all of the required header
files except for config.h.
Get the source distribution and extract it into a convenient location.
Copy the config.h from the PC/ directory into the
include/ directory created by the installer.
Create a Setup file for your extension module, as described in
chapter 3.