You'll need to include more details on how you're "including" the Python library. Note that in C++, it's not sufficient to just #include a header; you also need to make sure the corresponding binary library is linked in.
That said, what you're trying to do is probably a bad idea. Functions like Py_Initialize()/Py_Finalize() typically should run once per program execution, not every time the OnSaveClicked() is called. Furthermore, Chrome isn't designed to run a Python interpreter inside the browser process, so you're probably on your own to debug any problems with this combination.