Isn't it all worth using wxPython to use WxWidgets? Isn't it all worth using THAT to have a cross-platform graphics library?
In other words, forget about X11 and just use your own wxPython for windows.
If you want to not require the user to install wxPython and its dependencies, consider writing an installer. Alternatively, investigate py2exe to “compile” python into a .exe file (plus .zip and .dll files), which is much more “installable by simply copying files”.
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