In cmake build, use mkstemp when present

In cmake build, use mkstemp when present

This fixes this error, seen when building with cmake:

    check/src/check_msg.c:247: warning: the use of 'tempnam' is dangerous, better use `mkstemp'

CMakeLists.txt checks for mkstemp being present and sents a cmake
variable HAVE_MKSTEMP.  The check_msg.c file will use mkstemp if
HAVE_MKSTEMP is true, but the cmake variable wasn't causing HAVE_MKSTEMP
to be defined for the C compiler.