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/post-callback.c

@@ -79,7 +79,7 @@ int main(void)
   if(res != CURLE_OK) {
     fprintf(stderr, "curl_global_init() failed: %s\n",
             curl_easy_strerror(res));
-    return 1;
+    return (int)res;
   }
 
   /* get a curl handle */