w32: Almost everywhere include winsock2.h before windows.h.

This is required by newer mingw toolchain versions which demand that
winsock2.h is included before windows.h. Now, due to the use of
socket definitions in pth.h we need to include winsock2.h also in
pth.h, now pth.h is often included after an include of windows.h and
thus the compiler spits out a warning. To avoid that we include
winsock2.h at all places the compiler complains about.