Hey, guys! I am back again.

I am trying to add czmq to vcpkg these days(microsoft/vcpkg#4979). When building czmq with CMake, I encountered several problems.

1. CMAKE_CURRENT_SOURCE_DIR isn't in CMAKE_MODULE_PATH.

   https://github.com/zeromq/czmq/blob/master/CMakeLists.txt#L19

   so Findlibzmq.cmake, Findlibsodium.cmake, .etc. may not be called.

2. When built as a static library, libzmq will set an additional compiler flag -DZMQ_STATIC through set_target_properties:

   https://github.com/zeromq/libzmq/blob/master/CMakeLists.txt#L1060

   so if we want to build czmq as a static library on Windows, we should define ZMQ_STATIC manually(Maybe we can define it in Findlibzmq.cmake). Otherwise, the build will fail: undefined reference in mingw when link static library. libzmq#3318

3. Findlibzmq.cmake is not be able to find libzmq on Windows.

   libzmq dll/lib built with MSVC is named using the Boost convention(something like libzmq-mt-4_3_1.lib, libzmq-mt-4_3_1.dll). So find_library (LIBZMQ_LIBRARIES NAMES zmq HINTS ${PC_LIBZMQ_LIBRARY_HINTS}) will not work.

   Here is a patch for solving this problem: https://bitbucket.org/ignitionrobotics/ign-transport/pull-requests/19/detec-zmq-under-windows-using-a-findzmq/diff

4. Findlibsodium.cmake will not found libsodium on Windows

   When built with MSVC, libsodium will generate a library named libsodium.dll/lib. In this case, find_library(LIBSODIUM_LIBRARY NAMES sodium) is not able to find the library. I found that find_library(LIBSODIUM_LIBRARY NAMES sodium libsodium) works.

   By the way, Findlibcurl.cmake has this problem too.

5. Maybe we can add some options like:

   WITH_LIBSODIUM
WITH_LIBCURL
WITH_LZ4
WITH_UUID
BUILD_TESTS (For example: Create a configuration flag to disable tests. googleapis/google-cloud-cpp#1617)
   BUILD_TOOLS (zmakecret)