windows executable calling python script

[Andrea Crotti]

I am creating an installer for python projects, using CMake and NSIS.

Now my goal is to be able to select at installer time the python 
executable that will run that project,
and then associate them.

I saw that setuptools is able to generate exe wrappers, but how does 
that work exactly?
 From what I've understood there is some compiled C code that somehow 
calls the python script, is that correct?
Supposing I ship this executable in the same directory of the python 
script (with a known name), is there a way
to make it run the right python interpreter?

The best and easiest solution would be to generate the full installer 
with PyInstaller or similar, but unfortunately
that doesn't work yet, and we would still need both approaches anyway.