Fix zstd-dll build missing dependencies (#3496)

Fix zstd-dll build missing dependencies (#3496)

* Fixes zstd-dll build (https://github.com/facebook/zstd/issues/3492):
- Adds pool.o and threading.o dependency to the zstd-dll target
- Moves custom allocation functions into header to avoid needing to add dependency on common.o
- Adds test target for zstd-dll
- Adds github workflow that buildis zstd-dll