[Windows] use WSAGetLastError() in Win32 build

[mchome]

Use WSAGetLastError instead of using perror.

• Linux build

#include <stdio.h>
#include <stdlib.h>

void DieWithError(char *errorMessage) {
    perror(errorMessage);
    exit(1);
}

• Win32 build

#include <winsock.h>
#include <stdlib.h>

void DieWithError(char *errorMessage) {
    fprintf(stderr,"%s: %d\n",
        errorMessage, WSAGetLastError());
    exit(1);
}