examples/externalsocket: add missing close socket calls

examples/externalsocket: add missing close socket calls

.. and for Windows also call WSACleanup since we call WSAStartup.

The example is to demonstrate handling the socket independently of
libcurl. In this case libcurl is not responsible for creating, opening
or closing the socket, it is handled by the application (our example).

Fixes https://github.com/curl/curl/pull/3663