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pytorch Windows MKL cmake file don't support static link mkl. #124869

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@xuhancn

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@xuhancn

🐛 Describe the bug

pytorch Windows MKL cmake file don't support static link mkl.

https://github.com/pytorch/pytorch/actions/runs/8821164940/job/24217617660
image

I will fix it later and open this issue for tracing.

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cc @peterjc123 @mszhanyi @skyline75489 @nbcsm @vladimir-aubrecht @iremyux @Blackhex @cristianPanaite @jgong5 @mingfeima @XiaobingSuper @sanchitintel @ashokei @jingxu10

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intelThis tag is for PR from Intelmodule: mklRelated to our MKL supportmodule: windowsWindows support for PyTorchtriagedThis issue has been looked at a team member, and triaged and prioritized into an appropriate module

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