Don't include windows.h and wsockcompat.h from config.h but only when
needed.

Don't define _WINSOCKAPI_ manually. This was apparently done to stop
windows.h from including winsock.h which is a problem if winsock2.h
wasn't included first. But on MinGW, this causes compiler warnings.
Define WIN32_LEAN_AND_MEAN instead which has the same effect.

Always use the compiler-defined _WIN32 macro instead of WIN32.