Wheels are merely zips with a different extension, so worst case for projects where these automation tools fail you you can do it yourself. You simply need to be careful to update the manifest and make sure shared objects are loaded in the correct order.
On the user side, a `pip install` should automatically grab the relevant platform wheel from pypi.org, or, if there is not one available, fall back to trying to compile from source. With PEP 517 this all happens in a reproduceable, isolated build environment so if you manage to get it building on your CI pipeline it is likely to work on the end user's machine.
I'm not sure what the state of wheels on Windows is these days. Is it possible to bundle DLLs in Windows wheels and have it "just work" the way it does for (most) Linux distros and OSX?