build: Compile zlib with mingw for windows build

[hjpotter92]

No description provided.

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 31.93828%. Comparing base (7156f25) to head (e83255e).
⚠️ Report is 1 commits behind head on master.

Additional details and impacted files

@@                 Coverage Diff                 @@
##              master       #3848         +/-   ##
===================================================
+ Coverage   31.93585%   31.93828%   +0.00243%     
===================================================
  Files            169         169                 
  Lines          41217       41217                 
===================================================
+ Hits           13163       13164          +1     
+ Misses         27066       27065          -1     
  Partials         988         988                 

see 1 file with indirect coverage changes

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[rickstaa]

Couldn't test it since I don't have a windows system available but the changes make sense. Thanks!