User lowercase name for Windows library

[giordano]

Description

Most Windows on users would have a case-insensitive filesystem, but the case is
relevant when compiling on a case-sensitive filesystem, which is usually the
case when cross-compiling with MinGW on Linux, and MinGW consistently uses
lowercase names for libraries and header files.

Motivation and Context

The change is required to be able to compile the library for Windows on a case-sensitive filesystem.

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Change in documentation

Checklist:

• I have updated all documentation necessary.
• I have checked spelling in (new) comments.

Testing

• Testing is done automatically and codecov shows test coverage
• This cannot be tested automatically

[fbergmann]

ok