bpo-31358: Pull zlib out of the repository (GH-3375)

Also enable building externals by default on Windows, use PCbuild\build.bat's -E option to disable it.
diff --git a/PCbuild/build.bat b/PCbuild/build.bat
index 3826c66..99d9ead 100644
--- a/PCbuild/build.bat
+++ b/PCbuild/build.bat
@@ -20,9 +20,10 @@
 echo.  -V  Display version information for the current build
 echo.  -r  Target Rebuild instead of Build
 echo.  -d  Set the configuration to Debug
-echo.  -e  Build external libraries fetched by get_externals.bat
-echo.      Extension modules that depend on external libraries will not attempt
-echo.      to build if this flag is not present
+echo.  -E  Don't fetch or build external libraries.  Extension modules that
+echo.      depend on external libraries will not attempt to build if this flag
+echo.      is present; -e is also accepted to explicitly enable fetching and
+echo.      building externals.
 echo.  -m  Enable parallel build (enabled by default)
 echo.  -M  Disable parallel build
 echo.  -v  Increased output messages
@@ -79,6 +80,7 @@
 rem them in through the environment, but we specify them on the command line
 rem anyway for visibility so set defaults after this
 if "%~1"=="-e" (set IncludeExternals=true) & shift & goto CheckOpts
+if "%~1"=="-E" (set IncludeExternals=false) & shift & goto CheckOpts
 if "%~1"=="--no-ssl" (set IncludeSSL=false) & shift & goto CheckOpts
 if "%~1"=="--no-tkinter" (set IncludeTkinter=false) & shift & goto CheckOpts