[bug] Manual linking of libomp.lib required

[Derpius]

Describe the bug
For some reason (at least on my machine) libomp.lib needs to be explicitly linked in CMake, despite using OpenMP::OpenMP_CXX and I have no idea why.

To Reproduce
Steps to reproduce the behaviour:

1. Clone repo, set up, and compile to windows (any architecture)
2. Remove the line that adds libomp.lib
3. Recompile
4. Undefined reference errors to all OpenMP functions

Expected behaviour
We should not need to link libomp.lib manually.