Merge #2982

2982: explain STATUS_DLL_NOT_FOUND r=adamreichold a=mejrs

I had someone ask me this today, and googling for it I found various other places where this was asked, with no (good) answers. 

Co-authored-by: mejrs <59372212+mejrs@users.noreply.github.com>

guide/src/faq.md

@@ -180,3 +180,20 @@ done with the `crate` attribute:
 #[pyo3(crate = "reexported::pyo3")]
 struct MyClass;
 ```
+
+## I'm trying to call Python from Rust but I get `STATUS_DLL_NOT_FOUND` or `STATUS_ENTRYPOINT_NOT_FOUND`!
+
+This happens on Windows when linking to the python DLL fails or the wrong one is linked. The Python DLL on Windows will usually be called something like: 
+- `python3X.dll` for Python 3.X, e.g. `python310.dll` for Python 3.10
+- `python3.dll` when using PyO3's `abi3` feature
+
+The DLL needs to be locatable using the [Windows DLL search order](https://learn.microsoft.com/en-us/windows/win32/dlls/dynamic-link-library-search-order#standard-search-order-for-unpackaged-apps). The two easiest ways to achieve this are:
+- Put the Python DLL in the same folder as your build artifacts
+- Add the directory containing the Python DLL to your `PATH` environment variable, for example `C:\Users\<You>\AppData\Local\Programs\Python\Python310`
+- If this happens when you are *distributing* your program, consider using [PyOxidizer](https://github.com/indygreg/PyOxidizer) to package it with your binary.
+
+If the wrong DLL is linked it is possible that this happened because another program added itself and its own Python DLLs to `PATH`. Rearrange your `PATH` variables to give the correct DLL priority.
+
+> **Note**: Changes to `PATH` (or any other environment variable) are not visible to existing shells. Restart it for changes to take effect.
+
+For advanced troubleshooting, [Dependency Walker](https://www.dependencywalker.com/) can be used to diagnose linking errors.