Link with prebuilt OpenBLAS and fix shared libs build on Windows (#3036)

examples/cpp/CMakeLists.txt

@@ -3,14 +3,6 @@ function(build_example SRCFILE)
   set(target "${src_name}")
   add_executable(${target} ${SRCFILE})
   target_link_libraries(${target} PRIVATE mlx)
-  # On Windows, copy the mlx DLL to the executable directory for runtime loading
-  if(WIN32 AND BUILD_SHARED_LIBS)
-    add_custom_command(
-      TARGET ${target}
-      POST_BUILD
-      COMMAND ${CMAKE_COMMAND} -E copy_if_different $<TARGET_FILE:mlx>
-              $<TARGET_FILE_DIR:${target}>)
-  endif()
 endfunction(build_example)
 
 build_example(tutorial.cpp)