How should I set up Zorro for using standard C libraries?
Just trying

in the beginning of a file produces errors about missing dependencies.

I believe Lite-C isn't 100% compatible with C, so it might not work to try to include standard C libraries.

Instead, you can make your own DLLs with exported cdecl functions and import those functions in Zorro.

Nonetheless, some of the standard C library functions are available/replicated/"imitated". Check the Zorro manual for details.

Also, you can write Strategy DLL's and easily import any standard library you want with ease. There are drawbacks, though... it can be more complicated and time consuming, especially if you don't know what you're doing:
http://zorro-project.com/manual/en/dlls.htm

Thanks for the suggestion! I'll give it a try.