winsys-wgl: Don't include cogl.h

Since 248a76f5eac7e5ae4fb45208577f9a55360812a7 cogl.h can no longer be
included in internal source files so the WGL winsys was no longer
compiling.

Reviewed-by: Robert Bragg <robert@linux.intel.com>
mingw-fetch-dependencies: Add the -L option when using curl

The -L option makes curl follow redirections. This is needed for
downloading glext.h because khronos.org is using a redirect.

Reviewed-by: Robert Bragg <robert@linux.intel.com>