Thank you for the reply.
I think the build instructions would say, if I needed to build anything separately. Moreover, the output of the build.bat says Fetching libffi.... So it seems it should download (and build?) the libffi itself. I’m not sure why the needed file isn’t present then.
Regarding the python version. I already have the python 3.9.5 on my PC. I want the same version, just with some changes.