Fix mkl-static issue for Windows. (#130697)

Background:
We found the pytorch Windows release/2.4 performance regression: https://github.com/pytorch/pytorch/issues/130619

After some debug works, I found the pytorch Windows static mkl build options are wrong:
<img width="1049" alt="image" src="https://github.com/user-attachments/assets/38692142-bfca-4c98-8092-6e105c82bb13">
1. Thread lib is wrong.
2. Miss `openmp` lib and config.
> Debug history: https://github.com/pytorch/pytorch/issues/130619#issuecomment-2226782504 and https://github.com/pytorch/pytorch/issues/130619#issuecomment-2226418611

This PR will fix `mkl-static` build options issue.
<img width="863" alt="image" src="https://github.com/user-attachments/assets/834f6cee-7e6d-4d74-b2bc-8a270f05e429">

Reference:
<img width="482" alt="image" src="https://github.com/user-attachments/assets/8184dadb-f230-4062-a49f-51df1d7285f5">

https://www.intel.com/content/www/us/en/developer/tools/oneapi/onemkl-link-line-advisor.html#gs.c6izlg

Pull Request resolved: https://github.com/pytorch/pytorch/pull/130697
Approved by: https://github.com/jgong5, https://github.com/atalman

(cherry picked from commit f1456c74a09ec33d7739814e13e5745408bf8b6c)

Co-authored-by: Xu Han <xu.han@outlook.com>