I am also unable to reproduce.  I've attached the exact code I used, and built it with:

cl /I "C:\Program Files\Python35\include" embtest.c /link /libpath:"C:\Program Files\Python35\libs"

Output is the expected result of 'import ctypes;print(dir(ctypes))'.

Simon: If you run this code (including PyErr_Print();), what output do you get?  Are you sure that _ctypes.pyd is also available?  What happens if you import unittest instead of ctypes?  Or winsound?

Steve: I notice that the embeddable zip does not include 'include' or 'libs' dirs, was this deliberate?  I just noticed because it caused me to jump through an extra hoop to test this after I mistakenly downloaded the 32-bit embeddable zip on the first try, then had to go back for the 64-bit (or a 32-bit installer).  If it's deliberate (and preferably documented somewhere that I didn't check for), that's fine; I'm just curious.