tests/server: tidy-up error messages (Windows)

[vszakats]

• show error description on PeekNamedPipe() error.
• show GetLastError() instead of socket error on non-socket failures
  in the window handler.
• include full hex GetLastError() numbers in error messages, syncing
  with Schannel code.
• drop internal win32_perror() function, in favor of direct
  curlx_*strerror() calls.