Added search path relative to running binary on Windows.

In contrast to *IX it doesn't make much sense to add compile time defined
search paths to Windows binaries: There's no standard path like /usr/local/bin
(and there are no symbolic links to link from there to another location).

On the other hand it's (again in contrast to *IX) easy for Windows binaries
to determine their own paths. Therefore it's appropriate to make use of that
to add run time defined default search paths.