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/multi-post.c

@@ -43,6 +43,10 @@ int main(void)
   struct curl_slist *headerlist = NULL;
   static const char buf[] = "Expect:";
 
+  CURLcode res = curl_global_init(CURL_GLOBAL_ALL);
+  if(res)
+    return (int)res;
+
   curl = curl_easy_init();
   multi_handle = curl_multi_init();
 
@@ -100,5 +104,6 @@ int main(void)
     /* free slist */
     curl_slist_free_all(headerlist);
   }
+  curl_global_cleanup();
   return 0;
 }