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

programs/Makefile

@@ -225,7 +225,7 @@ zstd-noxz : zstd
 .PHONY: zstd-dll
 zstd-dll : LDFLAGS+= -L$(LIBZSTD)
 zstd-dll : LDLIBS += -lzstd
-zstd-dll : ZSTDLIB_LOCAL_SRC = xxhash.c
+zstd-dll : ZSTDLIB_LOCAL_SRC = xxhash.c pool.c threading.c
 zstd-dll : zstd