I have just created a library with Pybind11 from the C++ side:
I did it with CMake.
Here example.cpp

#include <pybind11/pybind11.h>

int add(int i, int j) {
    return i + j;
}

PYBIND11_MODULE(example, m) {
    m.doc() = "pybind11 example plugin"; // optional module docstring

    m.def("add", &add, "A function that adds two numbers");
}

Here CMakeLists.txt (in the same directory as example.cpp)

cmake_minimum_required(VERSION 3.3)

# Notre projet est étiqueté hello
project(example)

find_package(Python COMPONENTS Interpreter Development)
find_package(pybind11 CONFIG)

# pybind11 method:
pybind11_add_module(example example.cpp)

Then I ran the commands

mkdir buildmingw
cd buildmingw
cmake .. -G "MinGW Makefiles"
mingw32-make 

and a file example.cp311-win_amd64.pyd is produced.

How can I use this file now in Python?

I already tried putting test.py in the same directory as example.cp311-win_amd64.pyd and then I launched:

python test.py

where test.py looks like this:

import example

print( example.add(7,13 ) )

I get the error message:

D:InformatikNachhilfeInfoUniKadalaSchmittC++PythonBindC++buildmingw4>python tes
t.py
Traceback (most recent call last):
File “D:InformatikNachhilfeInfoUniKadalaSchmittC++PythonBindC++buildmingw4test.py”, line 1, in
import example
ImportError: DLL load failed while importing example: Das angegebene Modul wurde nicht gefunden.

What do I do wrong? How can I correctly import my library?