vtkModule: install third party license files in valid directories

Ben Boeckelrequested to merge
ben.boeckel/vtk:third-party-license-install into master

Module names may contain :: which is not allowed in Windows paths.

Fixes #17488 (closed)

Cc: @Dimension4 @SunBlack
Fixes #17491 (closed)

Edited by Ben Boeckel

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