How do I launch Lambda in my own VPC?

The VPC configurations option in Lambda tells this:

All AWS Lambda functions run securely inside a default system-managed VPC. However, you can optionally configure Lambda to access resources, such as databases, within your custom VPC.

So, can't I launch the Lambda function in my own VPC?

Answer

Short answer: no, as lambda code run on machines you don't have any idea of and managed directly by AWS. If you want to run your python lambda code within your VPC, you'll have to set-up an instance with python for this :) @Tensibai Apparently, it does :D. I blame the AWS docs for being unclear :D