BUILD: compression: switch SLZ from out-of-tree to in-tree

BUILD: compression: switch SLZ from out-of-tree to in-tree

Now that SLZ is merged, let's update the makefile and compression
files to use it. As a result, SLZ_INC and SLZ_LIB are neither defined
nor used anymore.

USE_SLZ is enabled by default ("USE_SLZ=default") and can be disabled
by passing "USE_SLZ=" or by enabling USE_ZLIB=1.

The doc was updated to reflect the changes.