> It doesn't have to. The actual number of descriptors is passed in, and 

To clarify, this is the fd_count in each fd_set, i.e. Winsock uses a counted SOCKET array instead of the bitmask that's found on other platforms. Winsock select() ignores nfds [1].

If Python's select module used a dynamic fd_set in Windows, this entails directly initializing fd_count and fd_array. The FD_SET macro can't be used since it's intended for the static definition and limited to FD_SETSIZE. FD_ZERO, FD_ISSET, and FD_CLR should still work.

[1] https://docs.microsoft.com/en-us/windows/desktop/api/winsock2/nf-winsock2-select