Solution: fix and try again.

(We could start to think of using zproject to generate these build
scripts as the only difference is C/C++)

Solution: fix it.

Solution: add Iphlpapi.lib to libraries to link against

Solution: add these

Solution: add to project dependencies

also fixes issue https://github.com/zeromq/libzmq/issues/1624

Solution: increased to 4096 by default for all MSVC builds, for MinGW,
and for CMake.

Note: this is a speculative change, it needs confirmation before we
can keep it. Particularly, there is some doubt that changing this in
libzmq will affect upstream applications using libzmq.dll.

This became necessary after b9c27481

This became necessary after 22d6a974