Ship pthread related dll where needed

We enable pthread support for our Windows builds with legacy/trac#25832 (moved). IIRC things broke at least on 32bit Windows for me if we don't bundle the respective dll. I tested legacy/trac#25895 (moved) and my expert bundle was broken without it. I doubt, though, that this is an expert bundle-only thing as we use pthread in our cross-build for Windows now as well.