Look into Boost.Python. It’s a library to write python modules with C++.
Also look into SWIG which can also handle modules for other scripting languages. I’ve used it in the past to write modules for my class and use them within python. Works great.
You can do it manually by using the Python/C API, writing the interface yourself. It’s pretty lowlevel, but you will gain a lot of additional knowledge of how Python works behind the scene (And you will need it when you use SWIG anyway).