Set the worker thread name on Windows

Set the worker thread name on Windows

This patch is a bit different from the rest of the series, in that it
is a change to gdb's behavior on the host.  It changes gdb's thread
pool to try to set the thread name on Windows, if SetThreadDescription
is available.

This is part of PR win32/29050.

This patch isn't likely to be useful to many people in the short term,
because the Windows port of the libstdc++ thread code is not upstream.
(AdaCore uses it, and sent it upstream, but it did not land, I don't
know why.)  However, if that patch does ever go in, or presumably if
you build using some other C++ runtime library, then this will be
useful.

Bug: https://sourceware.org/bugzilla/show_bug.cgi?id=29050