The bzip2 library is only used by the gfile/fstream code, used for external
tables and gpfdist. The usage of bzip2 was in #ifndef WIN32 blocks, so it
was only built on non-Windows systems.

Instead of tying it to the platform, use a proper autoconf check and
HAVE_LIBBZ2 flags. This makes it possible to build gpfdist with bzip2
support on Windows, as well as building without bzip2 on non-Windows
systems. That makes it easier to test the otherwise Windows-only codepaths
on other platforms. --with-libbz2 is still the default, but you can now use
--without-libbz2 if you wish.

I'm sure that some regression tests will fail if you actually build the
server without libbz2, but I'm not going to address that right now. We have
similar problems with other features that are in principle optional, but
cause some regression tests to fail.

Also use "#ifdef HAVE_LIBZ" rather than "#ifndef WIN32" to enable/disable
zlib support in gpfdist. Building the server still fails if you use
--without-zlib, but at least you can build the client programs without
zlib, also on non-Windows systems.

Remove obsolete copy of bzlib.h from the repository while we're at it.