cmake: Set WITH_ZMQ to ON in Windows presets

The "zeromq" feature is already enabled by default in `vcpkg.json`, and
there appears to be no reason to omit this configuration option when
building on Windows.

.github/workflows/ci.yml

@@ -218,10 +218,10 @@ jobs:
         job-type: [standard, fuzz]
         include:
           - job-type: standard
-            generate-options: '-DBUILD_GUI=ON -DWITH_ZMQ=ON -DBUILD_BENCH=ON -DBUILD_KERNEL_LIB=ON -DBUILD_UTIL_CHAINSTATE=ON -DWERROR=ON'
+            generate-options: '-DBUILD_BENCH=ON -DBUILD_KERNEL_LIB=ON -DBUILD_UTIL_CHAINSTATE=ON -DWERROR=ON'
             job-name: 'Windows native, VS 2022'
           - job-type: fuzz
-            generate-options: '-DVCPKG_MANIFEST_NO_DEFAULT_FEATURES=ON -DVCPKG_MANIFEST_FEATURES="wallet" -DBUILD_GUI=OFF -DBUILD_FOR_FUZZING=ON -DWERROR=ON'
+            generate-options: '-DVCPKG_MANIFEST_NO_DEFAULT_FEATURES=ON -DVCPKG_MANIFEST_FEATURES="wallet" -DBUILD_GUI=OFF -DWITH_ZMQ=OFF -DBUILD_FOR_FUZZING=ON -DWERROR=ON'
             job-name: 'Windows native, fuzz, VS 2022'
 
     steps: