So the first thing to do is rename the file to helloworld.pyx. Now we need to make the setup.py, which is like a python Makefile (for more information see Compilation). Your setup.py should look like:

from distutils.core import setup
from distutils.extension import Extension

from Cython.Distutils import build_ext
    setup(
        cmdclass = {'build_ext': build_ext},
        ext_modules = [Extension("helloworld",
    ["helloworld.pyx"])] )

To use this to build your Cython file use the commandline options:

$ python setup.py build_ext --inplace

Which will leave a file in your local directory called helloworld.so in unix or helloworld.dll in Windows.

Now to use this file: start the python interpreter and simply import it as if it was a regular python module:

Is a *.pyd file the same as a DLL?

Yes, .pyd files are dll’s, but there are a few differences. If you have a DLL named foo.pyd, then it must have a function initfoo(). You can then write Python “import foo”, and Python will search for foo.pyd (as well as foo.py, foo.pyc) and if it finds it, will attempt to call initfoo() to initialize it. You do not link your .exe with foo.lib, as that would cause Windows to require the DLL to be present.

Note that the search path for foo.pyd is PYTHONPATH, not the same as the path that Windows uses to search for foo.dll. Also, foo.pyd need not be present to run your program, whereas if you linked your program with a dll, the dll is required. Of course, foo.pyd is required if you want to say import foo. In a DLL, linkage is declared in the source code with __declspec(dllexport). In a .pyd, linkage is defined in a list of available functions.

http://docs.python.org/faq/windows.html#is-a-pyd-file-the-same-as-a-dll