Can I bundle dlls in a standalone Python program?

The EXE executable program created through Python is:
Bundling of the file below is required.

_bz2.pyd
_ctypes.pyd
_lzma.pyd
_queue.pyd
_socket.pyd
libffi-7.dll
python3.dll
python39.dll
select.pyd

Also, if you use Pyinstaller,
Bundles the base_library.zip file include Python libraries.

Is there any problem with the license even if I distribute the above files? Also, do I need a copyright notice to distribute the app I made?

For example, include a PSF 2.0 license document.