Good start: https://www.codeproject.com/Articles/820116/Embedding-Python-program-in-a-C-Cplusplus-code
Multi-threading: https://www.codeproject.com/Articles/11805/Embedding-Python-in-C-C-Part-I
Python C API Manual: https://www.cse.unr.edu/~sushil/class/381/notes/python/docs-pdf/c-api.pdf
MSVC
Install Python from official site: https://www.python.org/downloads/
Pip install necessary packages: numpy, matplotlib, etc