[gdbserver] Make mingw32ce gdbserver build again

[Pedro Alves]

This patch makes gdbserver build again when configured for
arm-mingw32ce (Windows CE).

The problem is that Windows CE runtime doesn't have a
notion of errno.

This patch moves the conversion of last error to hostio error
to a target method.  The current code was moved to a seperate objfile
which is linked only on targets that use it, which are all but mingw32ce
currently.  Windows CE converts from the native Windows error.

OK ?

-- 
Pedro Alves
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