add msvcp140.dll to the wheel on windows (#19062)

* add msvcp140.dll to the wheel on windows

* fixes from review

* be more verbose

* Update setup.py

Co-authored-by: Philipp Moritz <pcmoritz@gmail.com>

python/setup.py

@@ -539,6 +539,19 @@ def copy_file(target_dir, filename, rootdir):
     return 0
 
 
+def add_system_dlls(dlls, target_dir):
+    """
+    Copy any required dlls required by the c-extension module and not already
+    provided by python. They will end up in the wheel next to the c-extension
+    module which will guarentee they are available at runtime.
+    """
+    for dll in dlls:
+        # Installing Visual Studio will copy the runtime dlls to system32
+        src = os.path.join(r"c:\Windows\system32", dll)
+        assert os.path.exists(src)
+        shutil.copy(src, target_dir)
+
+
 def pip_run(build_ext):
     build(True, BUILD_JAVA, True)
 
@@ -563,6 +576,13 @@ def pip_run(build_ext):
     copied_files = 0
     for filename in setup_spec.files_to_include:
         copied_files += copy_file(build_ext.build_lib, filename, ROOT_DIR)
+    if sys.platform == "win32":
+        # _raylet.pyd links to some MSVC runtime DLLS, this one may not be
+        # present on a user's machine. While vcruntime140.dll and
+        # vcruntime140_1.dll are also required, they are provided by CPython.
+        runtime_dlls = ["msvcp140.dll"]
+        add_system_dlls(runtime_dlls, os.path.join(build_ext.build_lib, "ray"))
+        copied_files += len(runtime_dlls)
     print("# of files copied to {}: {}".format(build_ext.build_lib,
                                                copied_files))