Otherwise, only part of it gets pulled in through <windows.h> on
original MinGW.
Fixes https://github.com/curl/curl/issues/2361
Closes https://github.com/curl/curl/pull/2721
-#ifndef HEADER_CURL_SETUP_H
+#ifndef HEADER_CURL_SETUP_H
#define HEADER_CURL_SETUP_H
/***************************************************************************
* _ _ ____ _
# if defined(_UNICODE) && !defined(UNICODE)
# define UNICODE
# endif
+# include <winerror.h>
# include <windows.h>
# ifdef HAVE_WINSOCK2_H
# include <winsock2.h>