examples: improve global init, error checks and returning errors

- add `curl_global_init()` and `curl_global_cleanup()` where missing.
- check the result of `curl_global_init()` where missing.
- return the last curl error from `main()`.
- drop Win32-specific socket initialization in favor of `curl_global_init()`.
- rename some outliers to `res` for curl result code.
- fix cleanup in some error cases.

Inspired by Joshua's report on examples.

Closes #19053

docs/examples/ftpgetresp.c

@@ -47,15 +47,22 @@ int main(void)
   FILE *ftpfile;
   FILE *respfile;
 
+  res = curl_global_init(CURL_GLOBAL_ALL);
+  if(res)
+    return (int)res;
+
   /* local filename to store the file as */
   ftpfile = fopen(FTPBODY, "wb"); /* b is binary, needed on Windows */
-  if(!ftpfile)
+  if(!ftpfile) {
+    curl_global_cleanup();
     return 1;
+  }
 
   /* local filename to store the FTP server's response lines in */
   respfile = fopen(FTPHEADERS, "wb"); /* b is binary, needed on Windows */
   if(!respfile) {
     fclose(ftpfile);
+    curl_global_cleanup();
     return 1;
   }
 
@@ -81,5 +88,5 @@ int main(void)
   fclose(ftpfile); /* close the local file */
   fclose(respfile); /* close the response file */
 
-  return 0;
+  return (int)res;
 }