The C code lives in Modules/_copy.c and I added the new _copy module to Modules/Setup.bootstrap.in and Modules/Setup.stdlib.in. That was sufficient for the linux build. What more should be done for the windows build?
More precisely, if you’re adding it as a built-in module, you can add the files directly to pythoncore.vcxproj. This will also require it to be listed in PC\config.c so that it can be found at runtime.
However, if you want it to be built as a standalone extension module (which is I believe what you’re doing for POSIX), then you’ll need to clone one of the existing project files for a similar module and update its parameters. I suspect in this case there’s very little gained by putting this in a separate DLL, so better to go with the first option.