Manually install zlib for win CI

[jmazanec15]

Description

In Windows CI, we need to manually install zlib in order for build to succeed.

Issues Resolved

#1494

Check List

• Commits are signed as per the DCO using --signoff

By submitting this pull request, I confirm that my contribution is made under the terms of the Apache 2.0 license.
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[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 85.09%. Comparing base (e1a7cb7) to head (e15d472).

Additional details and impacted files

@@             Coverage Diff              @@
##               main    #1513      +/-   ##
============================================
+ Coverage     85.07%   85.09%   +0.01%     
  Complexity     1280     1280              
============================================
  Files           168      168              
  Lines          5232     5232              
  Branches        495      495              
============================================
+ Hits           4451     4452       +1     
+ Misses          573      572       -1     
  Partials        208      208              

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[opensearch-trigger-bot]

The backport to 1.3 failed:

The process '/usr/bin/git' failed with exit code 1

To backport manually, run these commands in your terminal:

# Fetch latest updates from GitHub
git fetch
# Create a new working tree
git worktree add .worktrees/backport-1.3 1.3
# Navigate to the new working tree
cd .worktrees/backport-1.3
# Create a new branch
git switch --create backport/backport-1513-to-1.3
# Cherry-pick the merged commit of this pull request and resolve the conflicts
git cherry-pick -x --mainline 1 231ad934e6b0f4e62ee0ca68bcb160534262d401
# Push it to GitHub
git push --set-upstream origin backport/backport-1513-to-1.3
# Go back to the original working tree
cd ../..
# Delete the working tree
git worktree remove .worktrees/backport-1.3

Then, create a pull request where the base branch is 1.3 and the compare/head branch is backport/backport-1513-to-1.3.