update windows instruction

cozorocks/deps/WINDOWS.md

@@ -4,6 +4,7 @@
 * Build zlib using cmake instead of whatever was in the above instruction
   * Copy `zconf.h` to the base directory after building
 * Edit `thirdparty.inc` appropriately
+* `set THIRDPARTY_HOME=C:\Users\zh217\cozo\cozorocks\deps`
 * `cmake -G "Visual Studio 16 2019" -A x64 -DCMAKE_BUILD_TYPE=Release -DCMAKE_CXX_STANDARD=20 -DGFLAGS=1 -DLZ4=1 -DZSTD=1 -DUSE_RTTI=1 ..`
 * `msbuild rocksdb.sln /m /p:Configuration=Release`
 * Need to copy some dll files so that they could be found