forward declare zmq_msg_t and moved include (#869)

* forward declare zmq_msg_t and moved include

* removed zmq from pkg list

.github/workflows/cmake.yml

@@ -17,7 +17,7 @@ jobs:
       - uses: actions/checkout@v3
       - uses: awalsh128/cache-apt-pkgs-action@latest
         with:
-          packages: libzmq3-dev libhdf5-dev qtbase5-dev qt5-qmake libqt5svg5-dev
+          packages: libhdf5-dev qtbase5-dev qt5-qmake libqt5svg5-dev
           version: 1.0
 
       - name: Configure CMake