Automate dependencies build

BUILD.md instructions for Windows lack details to achieve complete build efficiently. It also contains out-dated information.

A python script can help to process the "for" loop on dependencies compilation (git clone, cmake, msbuild)

As a nice-to-have, CMakeLists.txt should refer to a environment variable to point libraries locations, the same for both Windows and Linux, meaning "HOME" should be renamed into "DEPS" for instance