I need to be able to read MrSID files with rasterio. According to the documentation, "The included GDAL library is fairly minimal, providing only the format drivers that ship with GDAL and are enabled by default. To get access to more formats, you must build from a source distribution (see below)."

Following the build instructions, I retrieved binaries from GIS internal. Specifically, from https://www.gisinternals.com/query.html?content=filelist&file=release-1928-x64-gdal-3-5-1-mapserver-7-6-4.zip, I downloaded
GDAL Core: gdal-305-1928-x64-core.msi
GDAL MrSID plugin: gdal-305-1928-x64-mrsid.msi
GDAL library and header files: release-1928-x64-gdal-3-5-1-mapserver-7-6-4-libs.zip/

1) I installed GDAL core and the MrSID plugin to the default installation directory (C:\Program Files\GDAL).
2) I then unzipped the library and header files to the same installation directory, in the subfolder "release-1928-x64-gdal-3-5-1-mapserver-7-6-4-libs".
3) I created environmental variables GDAL_DATA="C:\Program Files\GDAL\gdal-data" and GDAL_DRIVER_PATH="C:\Program Files\GDAL\gdalplugins", and GDAL_VERSION=3.5.1. I also note that I have "C:\Program Files\GDAL" on the path variable itself due to a previous installation attempt
4) I opened Visual Studio 2022 Developer Command Prompt v17.3.1.
5) I created a virtual environment (Python version 3.7.9) and activate it
6) pip install numpy
7) pip install cython
8) python setup.py build_ext -I"C:\Program Files\GDAL\release-1928-x64-gdal-3-5-1-mapserver-7-6-4-libs\include" -lgdal_i -L"C:\Program Files\GDAL\release-1928-x64-gdal-3-5-1-mapserver-7-6-4-libs\lib" install