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/http2-pushinmemory.c

@@ -130,6 +130,10 @@ int main(void)
   int i;
   struct CURLMsg *m;
 
+  CURLcode res = curl_global_init(CURL_GLOBAL_ALL);
+  if(res)
+    return (int)res;
+
   /* init a multi stack */
   multi = curl_multi_init();
 
@@ -155,7 +159,6 @@ int main(void)
     if(mcode)
       break;
 
-
     /*
      * When doing server push, libcurl itself created and added one or more
      * easy handles but *we* need to clean them up when they are done.
@@ -173,8 +176,8 @@ int main(void)
 
   }
 
-
   curl_multi_cleanup(multi);
+  curl_global_cleanup();
 
   /* 'pushindex' is now the number of received transfers */
   for(i = 0; i < pushindex; i++) {