Two problems addressed here:
       Embedded-server linking failure.
          sql/sys_vars.cc absents in the libmysqld/CMakeLists.txt
       The PERFORMANCE_SCHEMA-related failure of the embedded-server compilation.
          We try to disable the PERFORMANCE_SCHEMA in the embedded server
          as it's considered useless there. But we do it in wrong way as
          we only disable header's links to the PF, not the PF's library itself.
          So on Unix-ex the embedded library still contains the PF code and
          grows bigger with no reason. On Windows that just fails to compile.
             
per-file comments:
  include/my_global.h
Bug#41103      6.0 Windows embedded-server tests fail
      No PERFORMANCE_SCHEMA disabling in the embedded server. User can
      just use the --without-perfschema-engine-plugin option to exclude it
      from the compilation.