[CMake] Added option OGS_CONAN_BUILD to control local lib builds.

Possible values: missing (default), all, never, list of lib names

Examples:

cmake . -DOGS_CONAN_BUILD="Eigen3;Boost" -> Builds Eigen and Boost locally
cmake . -DOGS_CONAN_BUILD=all            -> Builds all libs locally

This basically reimplements all functionality we had with ExternalProject.