update readme to include zlib dependencies

Author: sbiscigl

README.md

@@ -58,6 +58,15 @@ Debian based Linux distributions example:
 RPM based Linux distributions example:
    `sudo [yum|dnf|zypper] install libcurl-devel`
 
+Zlib is optional and only required if you need gzip/deflate compression
+support (for example, when your libcurl and workloads use HTTP content-encoding).
+If your libcurl is already built with zlib, you typically don't need to install
+zlib headers separately unless your build complains about missing zlib.
+
+Install if needed:
+- Debian/Ubuntu: `sudo apt-get install zlib1g-dev`
+- RPM-based: `sudo [yum|dnf|zypper] install zlib-devel`
+
 ### Building for MacOS
 
 Building for macOS is largely the same as building on a *nix system except for how the system consumes the curl dependency and compilers.