chore(tests/lua): move examples that use threads to tests/lua/threads

Signed-off-by: Leonardo de Moura <leonardo@microsoft.com>
chore(build): only execute lua multi-threading tests when on cygwin or linux, and using g++

Signed-off-by: Leonardo de Moura <leonardo@microsoft.com>
chore(build): only execute lua multi-threading tests when on cygwin or linux, and using g++