Ensure that we find required packages

I realized that we weren't really leaning on cmake to error-out if it can't find required libraries. For instance, if ENABLE_CURSES=On, then our build should fail if it can't be found. Previously, we were soft-failing, which is for dumbos.

- 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.