[Backport 2.x] Manually install zlib for win CI

[opensearch-trigger-bot]

Backport 231ad93 from #1513

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 85.16%. Comparing base (d9bd869) to head (538c890).

Additional details and impacted files

@@             Coverage Diff              @@
##                2.x    #1514      +/-   ##
============================================
+ Coverage     85.10%   85.16%   +0.05%     
  Complexity     1258     1258              
============================================
  Files           163      163              
  Lines          5177     5177              
  Branches        497      497              
============================================
+ Hits           4406     4409       +3     
+ Misses          563      560       -3     
  Partials        208      208              

☔ View full report in Codecov by Sentry.
📢 Have feedback on the report? Share it here.