Problem was that built-in client-side support for Windows Native Authentication (WNA) was included only in the client library, but not into the server code (which also uses some of the sources from the client library).

This is fixed by modyfying sql/CMakeLists.txt to include the client-side WNA plugin library and enable WNA related code by defining AUTHENTICATION_WIN macro.

Also, the logic of libmysql/CMakeLists.txt is simplified a bit.