meson: don't add -pthread to static linking flags on Windows

meson: don't add -pthread to static linking flags on Windows

Meson always returns -pthread in dependency('threads') on non-MSVC
compilers.  On Windows we use Windows threading primitives, so we don't
need this.  Avoid adding -pthread to libzstd's link flags, either as a
Meson subproject or via pkg-config Libs.private, so the application
doesn't inadvertently depend on winpthreads.

Add a Meson MinGW cross-compile CI test that checks for this.  It turns
out that pzstd fails to build in that environment, so have the test
skip building contrib for now.