Congratulations Amaury and welcome on board! :)

I like to get your opinion on the problem. So far I've figured out that
Windows doesn't create the std streams for Windows WinMain() programs.
As first step towards the solution I like to separate the close check
from the fd. Currently Module/_fileio.c:file_close() sets the fd to a
negative value and open fails immediately with a negative fd. I want to
add a closed flag to the struct and move the fd < 0 check to the read
and write operations.

That's going to fix stdin and stdout for non console based programs on
Windows. For stderr I've to think about a better solution to avoid an
infinite loop (stderr.write() -> exception -> stderr.write() ...). Maybe
I could add some more methods to the dumb writer to make it more file
like and use it?