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/zstdmt_compress.c

@@ -20,6 +20,7 @@
 
 
 /* ======   Dependencies   ====== */
+#include "../common/allocations.h"  /* ZSTD_customMalloc, ZSTD_customCalloc, ZSTD_customFree */
 #include "../common/zstd_deps.h"   /* ZSTD_memcpy, ZSTD_memset, INT_MAX, UINT_MAX */
 #include "../common/mem.h"         /* MEM_STATIC */
 #include "../common/pool.h"        /* threadpool */