Cmake: Require at least CMake 2.8.

CMake 2.6 is already a bit old. Many bugs have been fixed since
its release. We use 2.8 in our company and we have no intention
of polluting our environment with old software, so 2.6 would
not be tested. This shouldn't be a problem since all one need
to build CMake from source is C and C++ compiler.
Cmake: Made boolean defines be defined to "1" instead of "ON"

It's by convention, for compatibility and because the comments say so.
Just mabe someone have written a test like "#if HAVE_XX==1"
Cmake: Added missing protocol-disable switches

They already have their defines in config.h. This makes it possible to
disable the protocols from command line during configure step.
Cmake: Moved macros out of the main CMakeLists.txt
Cmake: LibSSH2 detection and use.
Cmake: Search for liblber, LDAP SSL headers, swith for using OpenLDAP code.
Cmake: Append OpenSSL include directory to search path

At this point I can build libcurl with OpenSSL, OpenLDAP and LibSSH2.
Supported protocols are at least:
HTTP, HTTPS, FTP, SFTP, TFTP, LDAP, LDAPS, POP3, SMTP
(those are the ones we have regression tests for
in our product's testsuite)
Cmake: Don't check for all headers each time

One header at a time is the right way. Apart from that the output on
windows goes from:
...
-- Looking for include files I:/src/libssh2-1.4.3/include/libssh2.h, ws2tcpip.h
-- Looking for include files I:/src/libssh2-1.4.3/include/libssh2.h, ws2tcpip.h
- found
-- Looking for 3 include files I:/src/libssh2-1.4.3/include/libssh2.h, ..., wins
ock2.h
-- Looking for 3 include files I:/src/libssh2-1.4.3/include/libssh2.h, ..., wins
ock2.h - found
-- Looking for 4 include files I:/src/libssh2-1.4.3/include/libssh2.h, ..., stdi
o.h
-- Looking for 4 include files I:/src/libssh2-1.4.3/include/libssh2.h, ..., stdi
o.h - found
-- Looking for 5 include files I:/src/libssh2-1.4.3/include/libssh2.h, ..., wind
ows.h
-- Looking for 5 include files I:/src/libssh2-1.4.3/include/libssh2.h, ..., wind
ows.h - found
-- Looking for 6 include files I:/src/libssh2-1.4.3/include/libssh2.h, ..., wins
ock.h
-- Looking for 6 include files I:/src/libssh2-1.4.3/include/libssh2.h, ..., wins
ock.h - found
-- Looking for 7 include files I:/src/libssh2-1.4.3/include/libssh2.h, ..., sys/
filio.h
-- Looking for 7 include files I:/src/libssh2-1.4.3/include/libssh2.h, ..., sys/
filio.h - not found
-- Looking for 7 include files I:/src/libssh2-1.4.3/include/libssh2.h, ..., sys/
ioctl.h
-- Looking for 7 include files I:/src/libssh2-1.4.3/include/libssh2.h, ..., sys/
ioctl.h - not found
-- Looking for 7 include files I:/src/libssh2-1.4.3/include/libssh2.h, ..., sys/
resource.h
...

To much nicer:
...
-- Looking for ws2tcpip.h
-- Looking for ws2tcpip.h - found
-- Looking for winsock2.h
-- Looking for winsock2.h - found
-- Looking for stdio.h
-- Looking for stdio.h - found
-- Looking for windows.h
-- Looking for windows.h - found
-- Looking for winsock.h
-- Looking for winsock.h - found
-- Looking for sys/filio.h
-- Looking for sys/filio.h - not found
-- Looking for sys/ioctl.h
-- Looking for sys/ioctl.h - not found
-- Looking for sys/resource.h
Cmake: Removed useless comments from CMakeLists.txt

They look like some relics after changes.
Cmake: Removed some useless empty SET statements.

Undefined variables resolve to empty strings and we do not ever test if
the variable is defined thus those SETs are superfluous.
Cmake: Removed repeated content from ending blocks

They are unnecesary in modern CMake and removing them improves readability.
Cmake: Possibility to use OpenLDAP, OpenSSL, LibSSH2 on windows

At this point I can build libcurl on windows. It provides at least the same
list of protocols as for linux build and works with our software.