Make netmgr initialize and cleanup Winsock itself

Lack of netmgr's own WSAStartup() calls was not a problem before as isc_socketmgr_create2() was called before any isc__nm_socket() calls were issued (and that function calls WSAStartup() on Windows). !4444 (merged) changed that (namely the isc__nm_test_lb_socket() calls at the beginning of isc_nm_start()), breaking Windows.

I think this does not require CHANGES - I think of it as a fixup for !4444 (merged).

Closes #2328 (closed)