If we use a local type, it won't compare properly with errors from
the rest of the standard library. Errors are the one type from syscall
that propagates through the system, so it's important to have only
one type for them.

mkerrors_windows.sh is gone, so:
 - rename zerrors_windows.go and delete its DO NOT EDIT mark
 - delete the contentless zerrors_windows_*.go files

LGTM=rsc
R=rsc
CC=alex.brainman, golang-codereviews
https://golang.org/cl/122600043