cmake: extend integration tests

cmake: extend integration tests

- GHA: add cmake integration tests for Windows.
- make them run faster with prefill, unity, Ninja, omitting curl tool.
- also test static libcurl.
- add old-cmake support with auto-detection.
- auto-detect Ninja.
- run consumer test apps to see if they work.
- add support for Windows.
- make it more verbose.
- re-add `ExternalProject` cmake consumer test. It's broken.
- tidy up terminology.

Cherry-picked from #16973
Closes #17203