Move direct.h header where it is used

Move direct.h header where it is used

The direct.h header provides only a handful of functions [1] of which
we only use _wchdir. Directly included the direct.h file where it is
used and remove autoconf magic around it.

[1]
https://docs.microsoft.com/en-us/previous-versions/visualstudio/visual-stud
io-2012/as5kw0ze(v=vs.110)?redirectedfrom=MSDN

Patch V2: also remove from config-msvc.h

Signed-off-by: Arne Schwabe <arne@rfc2549.org>
Acked-by: Gert Doering <gert@greenie.muc.de>
Message-Id: <20210422152939.2134046-3-arne@rfc2549.org>
URL: https://www.mail-archive.com/openvpn-devel@lists.sourceforge.net/msg22202.html
Signed-off-by: Gert Doering <gert@greenie.muc.de>