cmake: build SHARED and STATIC libraries (like autoconf does)

cmake: build SHARED and STATIC libraries (like autoconf does)

Since they are useful for debugging, and if autotools build them then
cmamke has to do this too, to make migration more simple.

And now:
- tests: uses shared libraries (since this is upstreams one)
- other binaries: uses static libraries

This removes next private config:
- EVENT__NEED_DLLIMPORT