failing 'INSTALL PLUGIN' statement doesn't work in embedded server
as we disable library loading there.
Fixed by enabling loading libraries (#define HAVE_DLOPEN), what also
makes UDF working in the embedded server.


include/mysql_embed.h:
  Bug #32211 Test 'windows' and 'windows_shm' failed for embedded server
  
  Let loading libraries in the embedded server
libmysqld/CMakeLists.txt:
  Bug #32211 Test 'windows' and 'windows_shm' failed for embedded server
  
  let loading libraries in the embedded server
mysql-test/t/windows.test:
  Bug #32211 Test 'windows' and 'windows_shm' failed for embedded server
  
  make sure proc_1() doesn't exists before we start