Yep. In fact, I recently had to deal with this monstrosity https://pypi.org/project/awslambdaric whose setup.py invokes a shell script https://github.com/aws/aws-lambda-python-runtime-interface-c...

That shell script runs 'make && make install' on a couple of bundled dependencies, but in principle it could do anything https://github.com/aws/aws-lambda-python-runtime-interface-c...