On windows, build zlib as a static library.

third_party/miniz/LICENSE

-This is free and unencumbered software released into the public domain.
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-Anyone is free to copy, modify, publish, use, compile, sell, or
-distribute this software, either in source code form or as a compiled
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-In jurisdictions that recognize copyright laws, the author or authors
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-software to the public domain. We make this dedication for the benefit
-of the public at large and to the detriment of our heirs and
-successors. We intend this dedication to be an overt act of
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-For more information, please refer to <http://unlicense.org/>