On windows, build zlib as a static library.

DEPS

Index: DEPS
diff --git a/DEPS b/DEPS
index c4068dbdcf892b447bb495673941604d53cd8994..3c16bd9b08d680275f132dc1659f5b5bee17b7ca 100644
--- a/DEPS
+++ b/DEPS
@@ -16,7 +16,8 @@ deps = {
   "third_party/externals/jsoncpp" : "https://chromium.googlesource.com/external/jsoncpp/jsoncpp.git@1afff032c83e26ddf7f2776e8b43de5ad666c1fa",
   "third_party/externals/libjpeg" : "https://chromium.googlesource.com/chromium/deps/libjpeg_turbo.git@82ce8a6d4ebe12a177c0c3597192f2b4f09e81c3",
   "third_party/externals/libwebp" : "https://chromium.googlesource.com/webm/libwebp.git@3fe91635df8734b23f3c1b9d1f0c4fa8cfaf4e39",
-  "third_party/externals/nanomsg": "https://skia.googlesource.com/third_party/nanomsg.git@0.4-beta",
+  "third_party/externals/nanomsg" : "https://skia.googlesource.com/third_party/nanomsg.git@0.4-beta",
+  "third_party/externals/zlib"    : "https://chromium.googlesource.com/chromium/src/third_party/zlib@4ba7cdd0e7bf49d671645264f839838fc56e1492",
 
   "platform_tools/android/third_party/externals/expat" : "https://android.googlesource.com/platform/external/expat.git@android-4.2.2_r1.2",
   "platform_tools/android/third_party/externals/gif" : "https://android.googlesource.com/platform/external/giflib.git@android-4.2.2_r1.2",