Remove strewn about Native Windows code and build stuff. If it is to go
back, it needs to be in *one* directory.

NEWS: basically pointers to other files. It is too diffcult to keep
copies of both GNU Make and remake changes here.

src/dir.c: remove MS/Windows-specific %I warning by removing MS/Windows
"#ifdefs. And remove VMS code too.

tests/scripts/vms/library: Sorry, we don't do or even try to test VMS
code here.