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/getinmemory.c

@@ -66,11 +66,13 @@ int main(void)
 
   struct MemoryStruct chunk;
 
+  res = curl_global_init(CURL_GLOBAL_ALL);
+  if(res)
+    return (int)res;
+
   chunk.memory = malloc(1);  /* grown as needed by the realloc above */
   chunk.size = 0;    /* no data at this point */
 
-  curl_global_init(CURL_GLOBAL_ALL);
-
   /* init the curl session */
   curl_handle = curl_easy_init();
 
@@ -114,5 +116,5 @@ int main(void)
   /* we are done with libcurl, so clean it up */
   curl_global_cleanup();
 
-  return 0;
+  return (int)res;
 }