Windows Plink and PSFTP had very similar implementations, and now they
share one that lives in a new file winselcli.c. I've similarly moved
GUI PuTTY's implementation out of window.c into winselgui.c, where
other GUI programs wanting to do networking will be able to access
that too.
In the spirit of centralisation, I've also taken the opportunity to
make both functions use the reasonably complete winsock_error_string()
rather than (for some historical reason) each inlining a minimal
version that reports most errors as 'unknown'.
