Using python's own modules in embedded pybind11

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I know that we can embed python to a C++ program with pybind11 using py::exec. There are modules that are built-in to python (they are listed here https://docs.python.org/3/py-modindex.html), I want to know if they are in the python310.dll that you get from embeddable zip package or we have to install them manually. I am asking this because I have found .pyd files and a python310.zip file containing more in embeddable package that look like the built-in modules.