curl_threads: delete WinCE fallback branch

curl_threads: delete WinCE fallback branch

Both WinCE and Windows use `CreateThread()` now, so the use of
`GetLastError()` works for both.

Follow-up to 03448f477a0cfa3868dfd15a7b9278dcecf944a2 #18998
Follow-up to 1c49f2f26d0f200bb9de61f795f06a1bc56845e9 #18451
Follow-up to af0216251b94e751baa47146ac9609db70793b8e #1589

Closes #19015