[CMake] Collecting libraries for NSIS installer

[David Cole]

> Yes, the more I look at this the more I realize it's not going to
> work. The script method is going to install the required libraries,
> in my case on win32 no one is going to run "make install" it's
> instead going to be "make package".

But "make package" typically runs "make install" under the hood... So
if you get it to work with "make install" it should "just work" with
"make package".

D