[chore] Windows: Update MariaDB C connector

.gitignore

@@ -16,7 +16,10 @@ TestResults
 
 # Build results
 build/
+build*/
 lbuild/
+build_mariadb_32/
+build_mariadb_64/
 out/
 [Dd]ebug/
 [Rr]elease/

cmake/FindMariaDB.cmake

@@ -1,13 +1,16 @@
 if(WIN32)
     # How to build MariaDB Libs:
     #
-    # <Clear your cache>
+    # It's easier to do this in two fresh build folders, so create build_mariadb_32 and build_mariadb_64 folders
+    # in your project root
+   #
+    # cd to build_mariadb_32
     #
     # cmake -A Win32 -DCMAKE_BUILD_TYPE=Release -DBUILD_MARIADB_FROM_SOURCE=ON ..
     # cmake --build . --config Release --target libmariadb
     # cmake --build . --config Release --target copy_mariadb_dll_to_ext
     #
-    # <Clear your cache>
+    # cd to build_mariadb_64
     #
     # cmake -A x64 -DCMAKE_BUILD_TYPE=Release -DBUILD_MARIADB_FROM_SOURCE=ON ..
     # cmake --build . --config Release --target libmariadb
@@ -16,13 +19,38 @@ if(WIN32)
     # Remove any non-".h" files from the include folder
     #
     # Use tools/rename_dll.py to properly rename the x64 dll and lib to libmariadb64.lib/.dll
+    # From repo root in a vsvars/MSVC developer command prompt:
+    # .\tools\rename_dll.py .\ext\mariadb\lib64\libmariadb.dll libmariadb64.dll x64
+    # Rename libmariadb.dll to libmariadb64.dll (the previous step only handles the .lib)
     #
     # Move the x86 and x64 dlls into the repo root
     #
     # TEST AND MAKE SURE THAT EVERYTHING STILL WORKS!
+    #
+    # You can now delete build_mariadb_32 and build_mariadb_64
 
     if(BUILD_MARIADB_FROM_SOURCE)
         message(STATUS "BUILDING MARIADB FROM SOURCE!")
+
+        add_definitions(-DBUILD_STATIC_CURL)
+        CPMAddPackage(
+            NAME curl
+            GITHUB_REPOSITORY curl/curl
+            GIT_TAG 1f7d8cd478f024bc16cad204a9b62feb6e92a0c5
+        )
+
+        add_definitions(-DZSTD_BUILD_STATIC)
+        CPMAddPackage(
+            NAME ZSTD
+            GITHUB_REPOSITORY facebook/zstd
+            GIT_TAG c692b8d12d08eb3e460f99b43a7568ebbcb27acb
+            SOURCE_SUBDIR build/cmake
+            OPTIONS
+                "ZSTD_LEGACY_SUPPORT OFF"
+        )
+        link_libraries(libzstd_static)
+
+        message(STATUS "Adding mariadb")
         CPMAddPackage(
             NAME mariadb
             GITHUB_REPOSITORY mariadb-corporation/mariadb-connector-c