This is just simple build fix for c# developer without much knowledge of python (based on amos's fork of python.net which is believed memory leak issues have been resolved)
- Open pythonnet.sln in visual studio 2015
- Choose "ReleaseWin"/"DebugWin" (If you use Python2.7), or "ReleaseWinPy3"/"DebugWinPy3"(for Python3.x) with AnyCpu Platform
- When built, copy ./src/runtime/bin/Python.Runtime.dll to your own project.
Please also refer to original Python.Net repo