Based on answer found Importing modules on portable python and How to install external libraries with Portable Python?
Check for what import sys; print sys.path
says?
It displays the list of directories and zipfiles where portable python looks for modules to import. Just copy your modules into one of those directories or zipfiles, or sys.path.append('/whatever/dir') if you have your modules in /whatever/dir and want to keep them there (the latter approach will last only for the current session, be it interactive or a script's execution).
Also on their FAQs
You don’t have package I need, can I add it?
For simpler packages you can use easy install or even extract them in site-packages folder of the Portable Python distribution. However some packages are installing additional dependencies in windows system folders - in this case your Portable Python distribution will not work once you move it to some other workstation. Make sure to do proper testing !