For a detailed, You can even check out the details of Migrating to AWS with the AWS Training. Alternatively, you'll have to unzip to the request library inside the directory of your zip file.
Edit: It could be some dependency in your library which requires this. To get around this, make sure to install requests within your application zip. To install this, execute this command in the directory root of your app: pip install requests -t ./
According to my knowledge requests is not a standard library in AWS lambda. So to use this library you can Import it from the Botocore libraries.
from botocore.vendored import requests