When Nim compile your code, Nim generates C files and call the backend C 
compiler. In your case, the backend C compiler is GCC. GCC compiles the 
generated C file and generates a object file. Generated object files and 
libraries are linked by `ld.exe` and it generates an executable file. `-lz` 
option adds a library to the linker. 
<https://sourceware.org/binutils/docs-2.41/ld/Options.html> 
<https://sourceware.org/binutils/docs-2.41/ld/WIN32.html>

It seems one of imported libraries in your project try to link `libz` but you 
don't have that library.

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