I cannot reproduce the basic SWIG example on windows.
My error is stated in the SWIG docs and I am sure that I do the 2 fixes they mention. For this error:
I found that (in windows), if you make a dll it has to be called _modulename.pyd
This library (_modulename.pyd), the original c++ module myapp.dll and the resulting modulename.py have to be in the path as well as pythonxx.exe