Fix the Windows header mess
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.
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