While Windows (allegedly) has _configthreadlocale() pretty far back,
it seems MinGW didn't acquire support for that till more recently.
Fortunately, we can use an autoconf probe on that toolchain,
instead of guessing whether it's there.  (Hm, I wonder whether Cygwin
will need this also.)

Per buildfarm.

Discussion: https://postgr.es/m/20190121193512.tdmcnic2yjxlufaw@alap3.anarazel.de