BUILD: remove dependency to zlib.h

The build was dependent of the zlib.h header, regardless of the USE_ZLIB
option. The fix consists of several #ifdef in the source code.

It removes the overhead of the zstream structure in the session when you
don't use the option.
diff --git a/include/types/session.h b/include/types/session.h
index 5546be8..ae11f81 100644
--- a/include/types/session.h
+++ b/include/types/session.h
@@ -33,6 +33,7 @@
 
 #include <types/channel.h>
 #include <types/compression.h>
+
 #include <types/proto_http.h>
 #include <types/proxy.h>
 #include <types/queue.h>