More fixes after WL1054 push:

- fix ~20 warnings about redefinition of HAVE_DLOPEN 
  This was caused by new ADD_DEFINITIONS(-DHAVE_DLOPEN) inside client library CMakeLists.txt

- fix dlerror() message which ("static build?" )  which is only confusing on Windows,
  there is no "static build"

include/my_global.h

@@ -1365,8 +1365,10 @@ do { doubleget_union _tmp; \
 #define dlsym(lib, name) (void*)GetProcAddress((HMODULE)lib, name)
 #define dlopen(libname, unused) LoadLibraryEx(libname, NULL, 0)
 #define dlclose(lib) FreeLibrary((HMODULE)lib)
+#ifndef HAVE_DLOPEN
 #define HAVE_DLOPEN
 #endif
+#endif
 
 #ifdef HAVE_DLOPEN
 #if defined(HAVE_DLFCN_H)
@@ -1375,6 +1377,9 @@ do { doubleget_union _tmp; \
 #endif
 
 #ifndef HAVE_DLERROR
+#ifdef _WIN32
+#define dlerror() ""
+#else
 #define dlerror() "No support for dynamic loading (static build?)"
 #endif