Changed linux debug search, updated messaging

Added fix to make it likely to work under linux, searching for ${comp}d now.
Split up search for debug into win and linux likely paths.
Changed messaging to show which components are found/not found.
Made CMAKE commands consistently upper case
Updated to match guidelines.

Now checks if all requested modules are found, if not gives error.
Makes use of find_package_handle_standard_args() to mark if found or not.
Merge pull request #3 from sintefmath/FIX-debug-release

Accepting it, even though it still needs proper testing on linux.
But this will be more robust than the previous version.