A 1:1 port of the Bash script to Python for use on Windows.
Pulls some parts of #1068 but much more minimal. Avoids an additional
dependency on `requests`. Because we require `zstandard` to unzip the
distributions we unfortunately cannot be dependency free and cannot have
`bootstrap.sh` download the Python version needed to run this script
without it doing a non-trivial amount of work.
Retains the Bash script for now so you can bootstrap without Python
available. I may drop it in the future?