Remove references to __CYGWIN__ and HAVE_WINSOCK2_H.

We don't support platform builds under CYGWIN and can safely
assume that all windows host builds are for MinGW32.

HAVE_WINSOCK2_H is currently unused. The only references to it
are in code that define it themselves or in application code that
by definition isn't compiled for windows.

Change-Id: I236d6e070df93f713cb716bb8a461c9c1d32a180