On Linux, if shared zlib is present, zlib.h is always available and -lz
links to zlib, even if you don't run find_package(ZLIB).
For some reason I have zlib installed on Windows (possibly from vcpkg),
so find_package(ZLIB) succeeds and ZLIB_FOUND is true.
When Dolphin uses shared zlib on Windows, the problem is that zlib.h
is not in the default include path, and the CMake target is called
ZLIB::ZLIB and there's neither a target nor a library called z.
However, both find_package(ZLIB) and add_subdirectory(Externals/zlib)
create a target called ZLIB::ZLIB, so I'll switch to that instead.
Hopefully this change doesn't break anyone's build.
Admiral H. Curtiss