add support for utp_closed and utp_error messages

For sockets in {active,true} or {active,once} mode, send
{utp_closed,Socket} messages when the other end is closed, and send
{utp_error,Socket,Error} messages in case errors are encountered. This
matches what gen_tcp does.

Add tests for close messages, and move the test setup/0 and cleanup/1
functions into an include file so they can be shared across test modules.
split tests into multiple modules