Bundle zmq native deps

This should fix #1; it works on my machine.

This should also allow for a big clean-up in the install procedure. I'd submit pull requests, but as the official documentation of the project is in the wiki instead of in the repo itself, I can't. On my machine at least, with this and #11, the development steps are:

```
git clone https://github.com/steffi-graphdb/Steffi.git
cd Steffi/steffi-core
mvn compile test
```