Just put the needed libraries into the directory of the py2exed application. With mscvr-Versions >=8 you also need to put the .manifest files along.
Please consult with your Microsoft Licence consultant to make sure you are licenced to do that.
That's the reason I’m
asking if it’s possible to do it the way I describe: I
think I am not licensed to do what you describe.
py2exe-mailinglist ist really no good place to find legal advice; especially as such advice would need information about your jurisdiction, target server jurisdiction, your legal standing to the target server etc. etc.
most challenges with software licences come from the distributing part. So, instead of distributing the software which belongs to Microsoft, please ask the owner of the server to install the Microsoft Visual C runtimes:
Microsoft is readily providing them to install; while installing the EULA is to be accepted.
within GERMAN jurisdiction I would use the legal construct of "Geschäftsführung ohne Auftrag", which assumes that I legally can do business in someone elses name if it is necessary and according to his wishes with assumed mandate. In that role I would install those libraries AS someone being mandated by the owner of the server. But, as recommended, do not rely on legal advice from a IT mailinglist.