This avoids relying on finding these dependencies in $PATH while
running the tests. Some tests may set PATH="" while executing them,
which previously caused those tests to fail in this build setup.
The same is not an issue with MSVC builds with
-DCMAKE_MSVC_RUNTIME_LIBRARY=MultiThreadedDLL, because those
DLLs are also available in global system directories (including
DLLs such as msvcp140.dll and vcruntime140.dll).