Add checks for failure of CreateEvent, SetEvent or
WaitForSingleObject. Any failures are considered fatal and
will throw() after printing an informative message.

Updates #16646

Change-Id: I3bacf9001d2abfa8667cc3aff163ff2de1c99915
Reviewed-on: https://go-review.googlesource.com/26655Reviewed-by: Russ Cox <rsc@golang.org>
Run-TryBot: Russ Cox <rsc@golang.org>
TryBot-Result: Gobot Gobot <gobot@golang.org>