Put your DLL in the argument of package_datayours setup()(for more information, see Installing Package Data in the distutils documentation).
If you need to put the DLL outside the package directory, you can use the option data_files. For example, to put it in a directory site-packages:
import distutils.sysconfig
setup(
data_files = [(distutils.sysconfig.get_python_lib(), ["/path/to/the/DLL"])],
)
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