[BUG]: can't find python38.dll so the program can't continue

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Problem description

i tried to call python from c++. I installed python3.8.10 by anaconda on my computer and at first, the CMake failed. I realized this was because pybind11 can't find the install path of python, so i modified the commands of CMake into:

cmake_minimum_required(VERSION 3.4)
project(call_python)

find_package(Python COMPONENTS Interpreter Development REQUIRED)
set(pybind11_DIR C:/Users/25963/anaconda3/Library/share/cmake/pybind11)
find_package(pybind11 CONFIG REQUIRED)

add_executable(call_python main.cpp)
target_link_libraries(call_python PRIVATE pybind11::embed)

so that it can find the install path. Then CMake succeeded. But then when i ran the C++ codes, it said that the python38.dll can't be found.

Reproducible example code

#include <pybind11/embed.h> // everything needed for embedding
namespace py = pybind11;
using namespace py::literals;

int main() {
    py::scoped_interpreter guard{};
    auto kwargs = py::dict("name"_a = "World", "number"_a = 42);
    auto message = "Hello,{name}.The answer is{number}"_s.format(**kwargs);
    py::print(message);
    py::module_ sys = py::module_::import("sys");
    //py::object scipy = py::module_::import("scipy");
    py::print(sys.attr("path"));
    //py::print(scipy.attr("__version__"));
}

Start by reproducing the Windows build from the CMake configuration in the issue with the provided main.cpp and the Anaconda Python 3.8 environment. Inspect the generated executable's runtime dependency path and pybind11's embedding configuration; done means the example launches without a missing python38.dll error.