Add POWHEG dependencies

Andrii Verbytskyirequested to merge
averbyts/athena:powhegdependencies into main

Add POWHEG dependencies Update CMakeLists.txt to include the dependencies.

@akraszna @ewelina

We need the packages only in runtime because we compile powheg outside of Athena.

Edited by Andrii Verbytskyi

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