I do not think openpyxl is included with embedded cpython.
An alternative to deal with excel files in ironpython is to use:
import clr
clr.AddReferenceByName('Microsoft.Office.Interop.Excel, Version=11.0.0.0, Culture=neutral, PublicKeyToken=71e9bce111e9429c')
from Microsoft.Office.Interop import Excel
Konrad Sobon and David Mans built this library that I use:
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