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
