cmake: add `BUILD_EXAMPLES` option to build examples

cmake: add `BUILD_EXAMPLES` option to build examples

You can enable it with `-DBUILD_EXAMPLES=ON`.

To match autotools' `make examples` feature.
Windows (static) builds not tested.

Also enable examples in a pair of CI jobs.

Apply related updates to the macOS CI workflow:
- drop unused `CXX` envs.
- drop no longer needed `-Wno-error=undef -Wno-error=conversion` flags.
- pass `-Wno-deprecated-declarations` to GCC too (for `BUILD_EXAMPLES`).
- document why `-Wno-deprecated-declarations` is necessary.

Closes #13491