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/resolve.c

@@ -32,7 +32,6 @@
 int main(void)
 {
   CURL *curl;
-  CURLcode res = CURLE_OK;
 
   /* Each single name resolve string should be written using the format
      HOST:PORT:ADDRESS where HOST is the name libcurl tries to resolve, PORT
@@ -42,6 +41,10 @@ int main(void)
   struct curl_slist *host = curl_slist_append(NULL,
                                               "example.com:443:127.0.0.1");
 
+  CURLcode res = curl_global_init(CURL_GLOBAL_ALL);
+  if(res)
+    return (int)res;
+
   curl = curl_easy_init();
   if(curl) {
     curl_easy_setopt(curl, CURLOPT_RESOLVE, host);
@@ -53,6 +56,7 @@ int main(void)
   }
 
   curl_slist_free_all(host);
+  curl_global_cleanup();
 
   return (int)res;
 }