Blender(*) for Windows is shipped with an embedded Python, like this:
blender-2.79b-windows64\
2.79\
python\
bin\
python.exe
python35.dll # only these 2 files
lib\
asyncio\
collections\
...
+ many .py and .pyd files
Launching python.exe works even if there is no system global Pyton install. Also, there is no .pth or ._pth file anywhere.
Question: how does python.exe know that the libs are in ..\lib?
Note (*): this is not specific to Blender (I used Blender just as an example), this is common for many software that ship Python embedded with them.
The 'lib' directory is the default directory here where Python finds all its stdlib modules. The directory name is basically a builtin default (which you could change by rebuilding with a different config). This is all extensively documented in https://docs.python.org/3/library/sys_path_init.html#sys-path-init and https://docs.python.org/3/library/site.html#module-site.
The question seems to assume that there is something special about the way the embedded Pythons finds modules, compared to a regular, non-embeddable Python. But there is not. Quote from the offical docs about the embedded Python on Windows:
(https://docs.python.org/3/using/windows.html#embedding-python)