See document "Deploying P4D.PDF" first.

When you want to distribute your Delphi application using Python, 
here's what you have to do:
- install the whole Lib directory of the standard Python distribution
(i.e. c:\program files\Python\Lib)
This folder is necessary for the exceptions.py module that defines the Exception
objects, if you're using them.
Note that the file exceptions.py does not exist any more with versions of Python
equal or greater than 2.0
- optionally install the whole DLLs directory of the standard Python distribution
(i.e. c:\program files\Python\DLLs)
- install the python15.dll in the system folder
- In your application, use the OnPathInitialization of the TPythonEngine
and define the path with the Lib and DLLs folders you have installed. Add your
own folders that contain your python modules.
Note that each folder must be separated with a semi-colon (;) in the path string.

That's all !
