How to build python binaries including external modules

[Michael Torrie]

On 2020-03-18 5:06 p.m., James via Python-list wrote:
> When you build python binaries from source, how to add external modules?
> For example, to install cython, conventional method is building python first, then running setup.py for cython.
> I'd like to combine the 2-step into one.

Cython requires a working Python interpreter to run the setup.py.  How
would that work when building python itself?