`winsock2.h` pulls in `windows.h`. `ws2tcpip.h` pulls in `winsock2.h`.
`winsock2.h` and `ws2tcpip.h` are also pulled by `curl/curl.h`.
Keep only those headers that are not already included, or the code under
it uses something from that specific header.
Closes#12539
03e7dff8ff