My version actually does shoe a libpq.dll - not sure why it's not an option - here is my listing:
c:\Program Files\HeidiSQL>dir
Volume in drive C is Windows-SSD
Volume Serial Number is 1298-DB2E
Directory of c:\Program Files\HeidiSQL
03/10/2020 03:44 PM <DIR> .
03/10/2020 03:44 PM <DIR> ..
11/02/2017 11:51 AM 18,330 gpl.txt
12/11/2019 11:26 AM 19,774,007 heidisql.exe
11/02/2017 11:51 AM 1,655,296 libeay32.dll
11/02/2017 11:51 AM 1,687,930 libiconv-2.dll
11/02/2017 11:51 AM 685,350 libintl-8.dll
10/08/2019 06:05 PM 299,944 libmariadb.dll
07/23/2019 05:43 PM 4,879,360 libmysql-6.1.dll
01/09/2018 09:04 PM 4,747,776 libmysql.dll
11/02/2017 11:51 AM 183,296 libpq.dll
01/02/2019 08:54 PM 1,888 license.txt
03/10/2020 03:44 PM <DIR> plugins
11/02/2017 11:51 AM 348,160 ssleay32.dll
03/10/2020 03:44 PM 18,156 unins000.dat
03/10/2020 03:43 PM 2,672,977 unins000.exe
13 File(s) 36,972,470 bytes
3 Dir(s) 213,617,729,536 bytes free