COMP: find VegaFEMConfig & Threads/PThreads

With the former commit that fixes the wrongfully
exported VegaFEM, VegaFEM was not found anymore
by iMSTK. This is because its Config.cmake file
was not configured in VegaFEM_DIR aka the top-level
of VegaFEM build directory.

This commit:
- correctly places the config & target files
- removes the exports(TARGETS ...) for Vega modules
- corrects the finding of the pthreads package if needed