Ensure that we find required packages

- Add REQUIRES to find_pacakge statements for
  - ZLIB
  - Threads
  - CURL (only when ENABLE_PLUGINS=On)
  - Curses (only when ENABLE_CURSES=On)
  - OpenSSL (only when ENABLE_SSL=On)

- Get rid of conditional checks when using REQUIRED.

- Fix error message if pthreads couldn't be found.
Merge pull request #132 from justfalter/add_requires

Ensure that we find required packages