Use git submodule instead of running separated scripts to add third-party dependencies.

[JackyWoo]

Greatings everyone

I am from ClickHouse community and I am new from velox. When I built velox I found it is not very simplified. ClickHouse manages third-party dependencies by git submodule, maybe it is more convenient than separated scripts which velox uses.

1. Build the project and all dependencies in one go to avoid inconsistent compilation options.
2. Convenient to manage the code and build options of third-party dependencies.
3. Try to avoid using dynamic libraries to simplify the deployment environment.

It might be an immature idea., please feel free to express your opinions.