MDEV-22066: out-of-source build fails with WITHOUT_SERVER=ON

Patch 4aaa38d2 is replacing `my_config.h` with
`my_global.h` which is included in in-source build, but not for
out-of-source build tree.

Closes #1466

plugin/handler_socket/CMakeLists.txt

 
-IF(WIN32)
+IF(WIN32 OR WITHOUT_SERVER)
   # Handlersocket does not compile on Windows, compiles but does 
-  # not start on FreeBSD.  
+  # not start on FreeBSD.
+  # It is a server plugin and disable it explicitly here.
   RETURN()
 ENDIF()