Motivation / Problem

With CMake minimum version set to anything before 3.9, for some unknown reason (maybe vcpkg as it happens only for Windows and MacOS targets), CMP0069 policy is reset between CMake configuration and generation steps.
This triggers a CMake warning and cause INTERPROCEDURAL_OPTIMIZATION property to be ignored.

Description

Since IPO support detection and CMP0069 policy were introduced in 3.9, it's simpler to set the minimum CMake version and get working interprocedural optimisation.
CMake 3.7 introduced a FindICU module, but our own module is better. So I kept our own, with a notice about why we don't use CMake provided module.
I also updated COMPILING.md to indicate minimum CMake version, and some hints for MSVC users when libraries are installed but not found.

Limitations

Some linux distribution may only have older CMake version as standard, but I think on most there's a way to update it.

Checklist for review

Some things are not automated, and forgotten often. This list is a reminder for the reviewers.

• The bug fix is important enough to be backported? (label: 'backport requested')
• This PR affects the save game format? (label 'savegame upgrade')
• This PR affects the GS/AI API? (label 'needs review: Script API')
  • ai_changelog.hpp, gs_changelog.hpp need updating.
  • The compatibility wrappers (compat_*.nut) need updating.
• This PR affects the NewGRF API? (label 'needs review: NewGRF')
  • newgrf_debug_data.h may need updating.
  • PR must be added to API tracker