Add prerequisites: zlib-devel (or zlib1g-dev) (#1226)

* Added zlib-devel (or zlib1g-dev) to Prerequisites

* Update README.md

README.md

@@ -20,6 +20,7 @@ These prerequisites are usually pre-installed on many platforms. However, you ma
 manager (*yum*, *apt*, *MacPorts*, *brew*, ...) to install missing software.
 
 - [Boost](http://www.boost.org) library, with the `Boost::Program_Options` library option enabled.
+- The zlib compression library + headers. In linux distros: package `zlib-devel` (Red Hat/CentOS), or `zlib1g-dev` (Ubuntu/Debian)
 - lsb-release  (RedHat/CentOS: redhat-lsb-core, Debian: lsb-release, Ubuntu: you're all set, OSX: not required)
 - GNU *autotools*: *autoconf*, *automake*, *libtool*, *autoheader*, et. al. This is not a strict prereq. On many systems (notably Ubuntu with `libboost-program-options-dev` installed), the provided `Makefile` works fine.
 - (optional) [git](http://git-scm.com) if you want to check out the latest version of *vowpal wabbit*,