Use error_setg_win32() which adds a hint similar to strerror(errno)).

Reviewed-by: Marc-André Lureau <marcandre.lureau@redhat.com>
Signed-off-by: Philippe Mathieu-Daudé <philmd@redhat.com>
Message-Id: <20200228100726.8414-3-philmd@redhat.com>
Signed-off-by: Markus Armbruster <armbru@redhat.com>