FindZLIB: Add more zlib library names

Link to zlibs CMakelists.txt.

zdll is not used within the project but I did not delete it due to backwards compatability (because I do not know who will complain if i remove that)

See-also: https://github.com/microsoft/vcpkg/issues/6644
Issue: #18029 (closed)
Topic-rename: FindZLIB-names