1. The Connect engine code assumed that mysql_home_directory is always "./",
which is not the fact in case of embedded server.
Fixing the routines creating file names to add the mysql_home_directory prefix.

2. FILE privilege is not checked in embedded server.
Moving FILE related tests into separate files.
Skipping the FILE related tests when running with --embedded.

added:
  storage/connect/mysql-test/connect/r/grant.result
  storage/connect/mysql-test/connect/r/ini_grant.result
  storage/connect/mysql-test/connect/r/mysql_grant.result
  storage/connect/mysql-test/connect/r/xml_grant.result
  storage/connect/mysql-test/connect/t/grant.test
  storage/connect/mysql-test/connect/t/ini_grant.test
  storage/connect/mysql-test/connect/t/mysql_grant.test
  storage/connect/mysql-test/connect/t/xml_grant.test
modified:
  storage/connect/global.h
  storage/connect/ha_connect.cc
  storage/connect/mycat.cc
  storage/connect/mysql-test/connect/r/bin.result
  storage/connect/mysql-test/connect/r/csv.result
  storage/connect/mysql-test/connect/r/dbf.result
  storage/connect/mysql-test/connect/r/dir.result
  storage/connect/mysql-test/connect/r/fix.result
  storage/connect/mysql-test/connect/r/ini.result
  storage/connect/mysql-test/connect/r/mysql.result
  storage/connect/mysql-test/connect/r/vec.result
  storage/connect/mysql-test/connect/r/xml.result
  storage/connect/mysql-test/connect/t/bin.test
  storage/connect/mysql-test/connect/t/csv.test
  storage/connect/mysql-test/connect/t/dbf.test
  storage/connect/mysql-test/connect/t/dir.test
  storage/connect/mysql-test/connect/t/fix.test
  storage/connect/mysql-test/connect/t/ini.test
  storage/connect/mysql-test/connect/t/mysql.test
  storage/connect/mysql-test/connect/t/vec.test
  storage/connect/mysql-test/connect/t/xml.test
  storage/connect/plgdbsem.h
  storage/connect/plugutil.c