Trivial fix for out-of-tree build that I wasn't testing previously:

1. Create a directory for library object files, fixes:
> gcc lib/kconfig.c -Wall -O2 -g -D_GNU_SOURCE -fno-strict-aliasing -I ../../../../../usr/include/ -iquote /tmp/kselftest/kselftest/net/tcp_ao/lib -I ../../../../include/  -o /tmp/kselftest/kselftest/net/tcp_ao/lib/kconfig.o -c
> Assembler messages:
> Fatal error: can't create /tmp/kselftest/kselftest/net/tcp_ao/lib/kconfig.o: No such file or directory
> make[1]: *** [Makefile:46: /tmp/kselftest/kselftest/net/tcp_ao/lib/kconfig.o] Error 1

2. Include $(KHDR_INCLUDES) that's exported by selftests/Makefile, fixes:
> In file included from lib/kconfig.c:6:
> lib/aolib.h:320:45: warning: ‘struct tcp_ao_add’ declared inside parameter list will not be visible outside of this definition or declaration
>   320 | extern int test_prepare_key_sockaddr(struct tcp_ao_add *ao, const char *alg,
>       |                                             ^~~~~~~~~~
...

3. While at here, clean-up $(KSFT_KHDR_INSTALL): it's not needed anymore
   since commit f2745dc0 ("selftests: stop using KSFT_KHDR_INSTALL")

4. Also, while at here, drop .DEFAULT_GOAL definition: that has a
   self-explaining comment, that was valid when I made these selftests
   compile on local v4.19 kernel, but not needed since
   commit 8ce72dc3 ("selftests: fix headers_install circular dependency")

Fixes: cfbab37b ("selftests/net: Add TCP-AO library")
Reported-by: kernel test robot <lkp@intel.com>
Closes: https://lore.kernel.org/oe-kbuild-all/202312190645.q76MmHyq-lkp@intel.com/Signed-off-by: Dmitry Safonov <dima@arista.com>
Signed-off-by: David S. Miller <davem@davemloft.net>