cmake: tweaks around debug mode and hidden symbols

- emit warning for `ENABLE_DEBUG` builds.

- add words to clarify that `ENABLE_DEBUG` is meant for developing curl
  itself.

- add comment saying `CMAKE_WINDOWS_EXPORT_ALL_SYMBOLS=ON`
  CMake option may export extra, non-curl symbols.
  Ref: https://github.com/microsoft/vcpkg/issues/41761
  Unexplained exports seen also in curl CI:
  ```
  [ 742] _tcschr
  [ 743] _tcsncmp
  [ 744] _tcsncpy
  [ 745] _tcspbrk
  ```
  https://ci.appveyor.com/project/curlorg/curl/builds/50864041/job/lolledrg4h7hu6e4?fullLog=true#L2160
  CMake extracts these symbols from `.obj` files:
  https://gitlab.kitware.com/cmake/cmake/-/issues/22092#note_943718
  I have not found any new MSVC option that helps fixing this without
  decorating all functions in-source or maintaining a manual list of
  internal function names used for tests:
  https://learn.microsoft.com/cpp/build/reference/wholearchive-include-all-library-object-files

Closes #15414

docs/INSTALL-CMAKE.md

@@ -162,9 +162,9 @@ assumes that CMake generates `Makefile`:
 - `CURL_TARGET_WINDOWS_VERSION`:            Minimum target Windows version as hex string.
 - `CURL_TEST_BUNDLES`:                      Bundle `libtest` and `unittest` tests into single binaries. Default: `OFF`
 - `CURL_WERROR`:                            Turn compiler warnings into errors. Default: `OFF`
-- `ENABLE_CURLDEBUG`:                       Enable TrackMemory feature: Default: =`ENABLE_DEBUG`
+- `ENABLE_CURLDEBUG`:                       Enable TrackMemory debug feature: Default: =`ENABLE_DEBUG`
 - `ENABLE_CURL_MANUAL`:                     Build the man page for curl and enable its `-M`/`--manual` option. Default: `ON`
-- `ENABLE_DEBUG`:                           Enable curl debug features. Default: `OFF`
+- `ENABLE_DEBUG`:                           Enable curl debug features (for developing curl itself). Default: `OFF`
 - `IMPORT_LIB_SUFFIX`:                      Import library suffix. Default: `_imp`
 - `LIBCURL_OUTPUT_NAME`:                    Basename of the curl library. Default: `libcurl`
 - `PICKY_COMPILER`:                         Enable picky compiler options. Default: `ON`