I think the WAL patch (4035cd5d4) should support zstd if library support is
added.  A supplementary patch for that already exists.
https://www.postgresql.org/message-id/ynqwd2gsmrnqw...@paquier.xyz

There's also some in-progress patches:

 - Konstantin and Daniil have a patch to add libpq compression, which ultimately
   wants to use zstd.
   https://commitfest.postgresql.org/37/3499/

 - I had a patch to add zstd to pg_dump, but I ended up storing backups to
   ZFS+zstd rather than waiting to progress the patch.
   https://commitfest.postgresql.org/32/2888/

Regarding the patch:

I suppose it should support windows, and whatever patches use zstd should
update the install instructions.  See 9ca40dcd4, 02a93e7ef, 4035cd5d4.


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