Use the cmake builtin Threads library detection, and bail out if it
wasn't pthreads. This allows deleting the cmake/FindPTHREAD.cmake file
which complains because pthreads doesn't provide a pkg-config file.

In newer versions of cmake the FindThreads module has the
THREADS_PREFER_PTHREAD_FLAG variable and creates a Threads::Threads
import target. However, in order top remain compatible with older
cmake version this is not used.