assorted issues in setup.py

[Slangens]

After cloning the develop branch, I noticed two minor issues in its version of the setup script:

1. In line 119, mkdir is called regardless of the operating system, which leads to an error on windows. appending os. as prefix fixed this.
2. in line 113, the opus archive downloaded is a .tar.gz, but gzip is not otherwise supported by the script, so the script prints a "gzip is not supported" e.g. on my windows setup. I'm not sure how to fix this, but it's probably easy. I hope this helps in the future!