This change add WITH_ROCKSDB_{LZ4,BZIP2,ZSTD,snappy} CMake variables
that can be set to ON/OFF/AUTO.

If variable has default value AUTO, rocksdb links with corresponding
compression library. OFF disables compiling/linking with specific compression
library, ON forces compiling with it (cmake would throw error if library
is not available)

Support for ZLIB is added unconditionally, as it is always there.