RT3334: Fix crypto/LPdir_win.c

Reviewed-by: Richard Levitte <levitte@openssl.org>
Reviewed-by: Andy Polyakov <appro@openssl.org>
Followup on RT3334 fix: make sure that a directory that's the empty
string returns 0 with errno = ENOENT.

Reviewed-by: Andy Polyakov <appro@openssl.org>