[Mingw-cross-env-list] Possible to include Python while cross compiling?

[John Klimek]

I'm trying to cross-compile VapourSynth (www.vapoursynth.com) using MXE and I'm 
having some problems because VapourSynth requires Python 3.4.

Does anybody have any tips for me?  Do I need to actually compile Python itself 
using MXE first?  (that was also giving me errors)

I just want VapourSynth compiled into a win32 dll and then on my target system 
I will install the Python 3.4 dlls as well, etc.