Bug #32211 Test 'windows' and 'windows_shm' failed for embedded server

failing 'INSTALL PLUGIN' statement doesn't work in embedded server
as we disable library loading there.
Fixed by enabling loading libraries (#define HAVE_DLOPEN), what also
makes UDF working in the embedded server.

include/mysql_embed.h

@@ -21,7 +21,6 @@
 /* TODO HF add #undef HAVE_VIO if we don't want client in embedded library */
 
 #undef HAVE_PSTACK				/* No stacktrace */
-#undef HAVE_DLOPEN				/* No udf functions */
 #undef HAVE_OPENSSL
 #undef HAVE_SMEM				/* No shared memory */
 #undef HAVE_NDBCLUSTER_DB /* No NDB cluster */

libmysqld/CMakeLists.txt

@@ -22,7 +22,7 @@ IF(WIN32)
   ADD_DEFINITIONS(-DUSE_TLS)
 ENDIF(WIN32)
 
-ADD_DEFINITIONS(-DMYSQL_SERVER -DEMBEDDED_LIBRARY)
+ADD_DEFINITIONS(-DMYSQL_SERVER -DEMBEDDED_LIBRARY -DHAVE_DLOPEN)
 
 INCLUDE_DIRECTORIES(${CMAKE_SOURCE_DIR}/include 
                     ${CMAKE_SOURCE_DIR}/libmysqld

mysql-test/t/windows.test

@@ -36,6 +36,9 @@ EXPLAIN SELECT * FROM t1 WHERE b =  (SELECT max(2));
 
 --echo End of 5.0 tests.
 
+--disable_warnings
+drop procedure if exists proc_1;
+--enable_warnings
 #
 # Bug #20665: All commands supported in Stored Procedures should work in
 # Prepared Statements