[BUG]: Missing runtime dlls in Windows

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Problem description

We are using pybind11 for a project, and we must release the code for this project. Using a default CMAKE setup, the pybind11 dll ends up depending on other dlls, and it isn't immediately clear exactly which ones they are, though they appear to be MSVC runtime libraries. This causes issues, especially on Windows.

Is it possible to link with static versions of these libraries so that the pybind11 dlls don't have (mysterious) dependencies on other dlls that might not be present on another PC? Alternatively, should the pybind11 package load the dlls into the appropriate folder when installed on a Windows machine?

We are using Conda as our package manager.

Reproducible example code

No response

No file, test, or entry point is named. Start by reproducing the default CMake setup on Windows with Conda and identifying the runtime DLL dependencies; done would require an agreed solution for preventing or packaging those dependencies.