Revert "Removed zlib dep from Windows HTTP impl"

This reverts commit 3428cac60b7f9149b111e96a82a9a55b6d2bcea0.
Revert "Removed zlib, this is not currently used anywhere"

This reverts commit 9c2b0a7ab0943e9567e64e280a9e8c50c7c75a23.