fixed MinGW missed dll

[StrikerRUS]

Fixed #977. Very old issue, but is still presented while xgboost installation via MinGW.

[codecov-io]

Codecov Report

Merging #3430 into master will not change coverage.
The diff coverage is n/a.

@@            Coverage Diff            @@
##             master    #3430   +/-   ##
=========================================
  Coverage     45.74%   45.74%           
  Complexity      188      188           
=========================================
  Files           166      166           
  Lines         13113    13113           
  Branches        442      442           
=========================================
  Hits           5998     5998           
  Misses         6914     6914           
  Partials        201      201

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[hcho3]

Thanks!