Fixed Windows detection of ZeroMQ

Updated instructions for Windows to install ZeroMQ correctly
Specifically making sure to set the environment variables:
CMAKE_LIBRARY_PATH (to find the external dependency libraries)
CMAKE_INCLUDE_PATH (to find the external dependency include files)
PATH (to find the external dependency dll's)

Also made sure find_library() finds Windows version of ZeroMQ library
Removed unnecessary copying of dll's from Cmake files
OK, looks like this is something we need to keep for now as we don't remove zmq submodule just yet. This is fine then like this. 4.0.4 is the right version too.