Include <malloc.h> on windows, to avoid warnings when compiling with mingw.

Include <malloc.h> on windows, to avoid warnings when compiling with mingw.
Don't use SEH when compiling wth mingw.
Use IS_INTRESOURCE to determine function name from function ordinal.

Rewrite the code that allocates and frees callback functions, hopefully
this avoids the coverty warnings: Remove the THUNK typedef, and move the
definition of struct ffi_info into the header file.