cmake: separate target for examples, optimize CI, fix fallouts

- Move `docs/examples` builds under a separate target.

- Make `BUILD_EXAMPLES` default to `ON`. It means to generate the rules
  for `docs/examples` by default, but not build them. To build them,
  an explicit `make curl-examples` (or ninja, etc) command is necessary.
  This syncs behaviour with autotools, and also how both cmake and
  autotools are building tests.

- GHA: update cmake jobs to use the new way of building examples.

- GHA: move examples build step at the end of the job, after building
  and running tests. This allows to have build and test run results
  faster, and leave the seldom-changing examples build to the end.
  Building examples is the slowest build step with no practical way to
  make them fast.

- appveyor: enable building examples in two old-MSVC jobs.

- examples: fix examples to build cleanly with old MSVC versions.

- GHA/non-native: move example build log under a GHA foldable section.

- GHA/windows: move building examples into separate step for Linux cross
  jobs.

Follow-up to dfdd978f7c #13491
Closes #14906

.github/workflows/linux.yml

@@ -504,7 +504,6 @@ jobs:
           cmake . \
             -DCMAKE_C_COMPILER_TARGET=$(uname -m)-pc-linux-gnu -DBUILD_STATIC_LIBS=ON \
             -DCMAKE_UNITY_BUILD=ON -DCURL_WERROR=ON \
-            -DBUILD_EXAMPLES=ON \
             -DCURL_BROTLI=ON -DCURL_ZSTD=ON \
             ${{ matrix.build.generate }}
         if: ${{ matrix.build.generate }}
@@ -535,10 +534,6 @@ jobs:
       - run: ./src/curl -V
         name: 'check curl -V output'
 
-      - run: ${{ matrix.build.make-prefix }} make V=1 examples
-        if: ${{ matrix.build.configure }}
-        name: 'make examples'
-
       - run: make V=1 -C tests
         if: ${{ matrix.build.configure && matrix.build.install_steps != 'skipall' }}
         name: 'make tests (autotools)'
@@ -566,3 +561,11 @@ jobs:
         env:
           TFLAGS: "${{ matrix.build.tflags }}"
           CURL_CI: github
+
+      - run: ${{ matrix.build.make-prefix }} make V=1 examples
+        if: ${{ matrix.build.configure }}
+        name: 'make examples (autotools)'
+
+      - run: ${{ matrix.build.make-prefix }} make VERBOSE=1 curl-examples
+        if: ${{ matrix.build.generate }}
+        name: 'make examples (cmake)'