Sebi,
the module should be called libPyROOT.pyd (rather than .dll) and should indeed be available under $ROOTSYS/bin or $ROOTSYS/lib (I can’t quite recall, and don’t have access to a Windows box at the moment). That path then should be part of PYTHONPATH and visible from python under sys.path. There are possible complications if the python install is non-cygwin and the rest of the environment is and vice versa ("/" versus “”, etc.).
So, first check where libPyROOT.pyd is located, then check sys.path and see whether that directory is in there in the proper form.
Another recent topic on this was [url]How to use PyROOT on Windows
Cheers,
Wim