Eigen should be cmaked on Win

[RodenLuo]

Only putting the downloaded folder under external is not enough and generates the following error. After Cmake Eigen, the error is gone.

-- Selecting Windows SDK version 10.0.22000.0 to target Windows 10.0.19045.
MSVC compiler found.
OpenMP found. OpenMP activated in release.
CMake Error at CMakeLists.txt:48 (find_package):
  By not providing "FindEigen3.cmake" in CMAKE_MODULE_PATH this project has
  asked CMake to find a package configuration file provided by "Eigen3", but
  CMake did not find one.

  Could not find a package configuration file provided by "Eigen3" with any
  of the following names:

    Eigen3Config.cmake
    eigen3-config.cmake

  Add the installation prefix of "Eigen3" to CMAKE_PREFIX_PATH or set
  "Eigen3_DIR" to a directory containing one of the above files.  If "Eigen3"
  provides a separate development package or SDK, be sure it has been
  installed.


-- Configuring incomplete, errors occurred!