tests: Install the slow-connect-preload.so library and use it

The gsocketclient-slow test needs this, otherwise connect() succeeds
immeidately and the test fails, because it is checking that cancellation
works. We weren't installing it for installed tests.
7 jobs from socketclient-slow-install-preload-library in 14 minutes and 16 seconds (queued for 1 second)
Status Job ID Name Coverage
  Build
passed #212420
cross-android_api21_arm64

00:02:05

passed #212421
cross-android_api28_arm64

00:01:32

passed #212422
cross-mingw64

00:02:36

passed #212419
fedora-x86_64

00:04:59

passed #212423
win32
msys2-mingw32

00:08:06

passed #212424
win32
vs2017-x64

00:08:06

 
  Coverage
passed #212425
coverage

00:01:49

74.5%