COMP: External_curl: Fix build issue + Build against patched 7.34.0 release

This commit install the project so that all needed headers are all
in the same folder.

It also update the version of curl to 7.34.0 with an additional patch
adding CURL_STATICLIB to curlbuild.h.

Finally, it reverts r22728 which was incorrectly addressing the build
error described in the corresponding commit message.