FindZLIB doesn't support static library
zlib version 1.2.11 (https://zlib.net/zlib-1.2.11.tar.gz) cmake version 3.9.4
I build static zlib with CMake and Visual Studio 2015 x86: CMakeLists.txt -Bbuild MSbuild.exe build/zlib.sln /t:zlibstatic
and got files named: zlibstatic.lib zlibstaticd.lib
The FindZLIB script know nothing about 'static'