There was a stray pkgconfig in the list of required packages for one of
the Windows platforms. pkgconfig only makes sense as a host-mode
dependency. Also it crashes the compiler.

The build script for mingw sdl2 uses prebuilt binaries, but calls a
makefile which only substitutes some hard-coded paths into some build
config helpers and copies the files. Just copy the files ourselves and
don't munge the configs: the unmunged cmake uses a relative path
which is actually what we want. In newer SDL versions the makefile munges the
cmake configs (in addition to the shell-based one) which breaks us.

In the cmake config files in lib/cmake, substitute .dll.a -> .lib
when targeting MSVC.

We don't want the DLLs we build to depend on the MinGW standard library
DLLs.

Building glew for windows-i686-mingw resulted in a link error about
undefined strlen. This happend because setting CFLAGS.EXTRA on the Make
command line clobbers some required flags. Pass the flags in a different
way so they append rather than clobbering.