dsf-gdb tests: Improve tests Makefile

This changes the Makefile that builds test apps so that it uses the
proper Makefile structures, rather than a single shell command.

Also, this will compile .c files with gcc and .cc files with g++,
allowing to have both.

Also, I changed the .exe extension justification from "so that CVS does
not include it when making a patch" to "so that files are named the same
way in Linux and Windows". It seems more reasonable.

Change-Id: I4414b1dc5c31a9eaa7edaed30e53363b9a76dd8f
Signed-off-by: Simon Marchi <simon.marchi@polymtl.ca>
Reviewed-on: https://git.eclipse.org/r/36488
Tested-by: Marc-Andre Laperle <marc-andre.laperle@ericsson.com>
Tested-by: Hudson CI
Reviewed-by: Marc Khouzam <marc.khouzam@ericsson.com>
Tested-by: Marc Khouzam <marc.khouzam@ericsson.com>