This commit fixes the author warnings reported below. These tests
have originally been introduced in zeromq/libzmq@5ebfd17 and
zeromq/libzmq@5fe75f0.

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CMake Warning (dev) at tests/CMakeLists.txt:133 (message):
  Test 'test_udp' is not known to CTest.
This warning is for project developers.  Use -Wno-dev to suppress it.

CMake Warning (dev) at tests/CMakeLists.txt:133 (message):
  Test 'test_large_msg' is not known to CTest.
This warning is for project developers.  Use -Wno-dev to suppress it.
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