ironpython uses WSA values which do not match posix values. For example. 
errno.EADDRINUSE in ironpython is 10048 which is WSAEADDRINUSE
errno.EADDRINUSE in returned by libzmq is 100
I can not expect errno.h to be present on the target system to do h2py, so I made it static.

Long term, I will challenge the decision to use WSA values as-is by ironpython. Ironpython can implement mapping similar to the one in libzmq to translate WSA to posix value.

Now for ZMQ.py, I intend to regenerate it during a setup. If the libzmq is not bundled, the zmq.h from the actual libzmq should be used by h2py.