Vim shows error when running python3

Question

OS: Ubuntu 18.04

First, I ran

apt-get install python3-dev ruby-dev

Then, I installed vim using the instructions in the website, using make distclean, make and make install (This was like the tenth time in one week that I was compiling from source. By the way, I know now that I should use checkinstall, but I already used make install once, so I figured I just might as well continue using it). I chose the big version of vim, and uncommented the lines as indicated in the Makefile file, located at the src folder.

On the Makefile, I also uncommented the necessary lines as indicted in that same file. I think there were 3 lines related to python3, I uncommented those but not the ones for python2. I also uncommented the lines for perl and ruby, because previous trials of installing python3 support had not worked properly.

The result

Running vim --version shows -python and +python3/dyn .

When I enter vim and run : python3 import sys or :python3 print ('Hello') I get the errors:

E370: Could not load library libpython3.7m.a
E263: Sorry, this command is disabled, the Python library could not be loaded.

Question: How do I fix this? How do I make python3 support work properly? I have heard of using apt-get for installing vim, but I would like to avoid that for learning purposes, and because I am installing Vim on my home directory. I have also read about neovim, but for learning purposes I want to work with vim now.

This answer to the post "Gvim cannot load my Python" says that one should copy the file python37.dll into Vim's directory. I do not know whether that works or not; but, if it does, is there really no other solution?