Fix zstd-dll build missing dependencies (#3496)

* Fixes zstd-dll build (https://github.com/facebook/zstd/issues/3492):
- Adds pool.o and threading.o dependency to the zstd-dll target
- Moves custom allocation functions into header to avoid needing to add dependency on common.o
- Adds test target for zstd-dll
- Adds github workflow that buildis zstd-dll

lib/compress/zstd_compress.c

@@ -11,6 +11,7 @@
 /*-*************************************
 *  Dependencies
 ***************************************/
+#include "../common/allocations.h"  /* ZSTD_customMalloc, ZSTD_customCalloc, ZSTD_customFree */
 #include "../common/zstd_deps.h"  /* INT_MAX, ZSTD_memset, ZSTD_memcpy */
 #include "../common/mem.h"
 #include "hist.h"           /* HIST_countFast_wksp */