Since 4e7817498e, we're just running the tests against the installed
DLL. We're arranging to put the build directory on the path, but since
it doesn't contain cygwin1.dll (since it's built with a different name
and renamed on installation), that doesn't have any effect.
Arrange to place the just-built DLL into a directory which the testsuite
can place on it's path (while running the test, but not while compiling
it).
Also fix any remaining references to cygwin0.dll in testsuite,
documentation and comments.
Fixes: 4e7817498e ("Cygwin: Makefile: Drop all the "test dll" considerations")