Fix build issues with MinGW

Remove st-term from the list of the targets for MinGW.
st-term uses termios and would require a rewrite to have
it compile on MinGW. Also remove cleanup signal handlers
in gdb-server for MinGW to compile.
Merge pull request #184 from ouah/master

Fix build issues with MinGW
Restore gdb-server cleanup handlers for MinGW

There were removed in my previous commit 5851dee due
to compilation errors. It actually appears these signals
are supported in MinGW but there was an include error for
MinGW, this commit fixes it.