COPYING: Remove licenses for software bundled in the Windows client

COPYING: Remove licenses for software bundled in the Windows client

This is wildly outdated:
 - we do not use NSIS or devcon.exe,
 - the OpenSSL license hasn't been updated

In general this file is confusing, since clearly it only
applies to the Windows client. It does not document the
licenses used throughout the source code.

So instead of updating it here, move the duty of documenting
the licenses to the Windows installer build (in
openvpn-build repository).

v2:
 - add back LZO linking exception, this is required for anyone
   who wants to distribute openvpn binaries not just us.

Change-Id: I1aeed74dedf6dd5f559f4eb5cc84645f149ba788
Signed-off-by: Frank Lichtenheld <frank@lichtenheld.com>
Acked-by: Arne Schwabe <arne-openvpn@rfc2549.org>
Gerrit URL: https://gerrit.openvpn.net/c/openvpn/+/1249
Message-Id: <20251007104820.7781-1-gert@greenie.muc.de>
URL: https://sourceforge.net/p/openvpn/mailman/message/59243256/
Signed-off-by: Gert Doering <gert@greenie.muc.de>