First of all, thank you for maintaining this awesome project!
My project heavily relies on this project, and self-containment is very important for me. However, I noticed this note on the documentation page:

(*) For recent WinPython, Windows 8..11 users may have to install missing system DLL Microsoft Visual C++ Redistributable for Visual Studio 2017..2019 (vc_redist_x86.exe for WinPython 32bit, vc_redist_x64.exe for Winpython 64bit)

Additionally, I noticed that the CPython Windows embeddable package (of the same version, of course) contains vcruntime140.dll and vcruntime140_1.dll after extraction.

So, would copying these two DLLs to the corresponding directory of WinPython undoubtedly prevent the aforementioned issue? I don't have a suitable environment to verify this.