[BLAS][LAPACK] Add Netlib in PATH for Windows testing

[dnhsieh-intel]

Problem statement

To build Windows testing for BLAS and LAPACK domains, users would need to add Netlib in the environment variable PATH manually. Otherwise, the executables test_main_<domain>_rt.exe and test_main_<domain>_ct.exe would fail to build at linking. If the build is successful and users run tests later in a separate session, they would need to add Netlib in PATH again, or tests might fail due to Netlib library not found.

The requirement of Netlib in PATH for Windows testing is missing in README.

Preferred solution

Since the Netlib directories ${CBLAS_LIB_DIR} and ${LAPACKE64_LIB_DIR} are readily available, a preferred solution would be to integrate them in CMake files so that users can skip the step of setting up PATH for Netlib.

Note

As discussed in one PR comment, updating PATH for Windows testing might need a workaround.