I\'m developing on Windows, and I\'ve searched everywhere without finding anyone talking about this kind of thing.
I made a C++ app on my desktop that embedded Pytho
In addition to pythonxy.dll, you also need the entire Python library, i.e. the contents of the lib folder, plus the extension modules, i.e. the contents of the DLLs folder. Without the standard library, Python won't even start, since it tries to find os.py (in 3.x; string.py in 2.x). On startup, it imports a number of modules, in particular site.py.
There are various locations where it searches for the standard library; in your cases, it eventually finds it in the registry. Before, uses the executable name (as set through Py_SetProgramName) trying to find the landmark; it also checks for a file python31.zip which should be a zipped copy of the standard library. It also checks for a environment variable PYTHONHOME.
You are free to strip the library from stuff that you don't need; there are various tools that compute dependencies statically (modulefinder in particular).
If you want to minimize the number of files, you can