pgsql: Fix failure of --jobs with vacuumdb on Windows

Fix failure of --jobs with vacuumdb on Windows

FD_SETSIZE needs to be declared before winsock2.h, or it is possible to
run into buffer overflow issues when using --jobs. This is similar to
pgbench's solution done in a23c641.

This has been introduced by 71d84ef, and older versions have been using
the default value of FD_SETSIZE, defined at 64. While on it, add a
missing newline to the previously-added error message.

Per buildfarm member jacana, but this impacts all Windows animals
running the TAP tests. I have reproduced the failure locally to check
the patch.

Author: Michael Paquier
Reviewed-by: Andrew Dunstan
Discussion: https://postgr.es/m/[email protected]
Backpatch-through: 9.5

Branch
------
REL9_5_STABLE

Details
-------
https://git.postgresql.org/pg/commitdiff/4ed3bda49d5ed4616bfca80dcb3b409be9720aff

Modified Files
--------------
src/bin/scripts/vacuumdb.c | 6 +++++-
1 file changed, 5 insertions(+), 1 deletion(-)