Cf thread https://lists.osgeo.org/pipermail/gdal-dev/2022-February/thread.html#55391

```
In file included from D:/a/_temp/msys/msys64/mingw64/include/curl/system.h:422,
                 from D:/a/_temp/msys/msys64/mingw64/include/curl/curl.h:38,
                 from D:/a/PROJ/PROJ/test/unit/test_network.cpp:48:
D:/a/_temp/msys/msys64/mingw64/x86_64-w64-mingw32/include/winsock2.h:15:2: warning: #warning Please include winsock2.h before windows.h [-Wcpp]
   15 | #warning Please include winsock2.h before windows.h
      |  ^~~~~~~
```

Seems to be what is described in https://curl.se/mail/lib-2016-12/0047.html

Relates to #2115

With the fix of https://github.com/OSGeo/PROJ/pull/2128, transforming between
EPSG:4326+3855 and EPSG:4269+5703 leads to many operations with many grids,
and opening a file handle for each operation saturates the limit of 1024
file handles opened simunalteously. This fix defers grid opening when a
transformation has already been instanciated with the same grid.

This commit is the result of the squashing of rfc4_dev branch in a single
commit. It implements mostly RFC 4 related work.

* Grid handling:
  - remove obsolete and presumably unfinished implementation of grid catalog functionality
  - all grid functionality is in grids.cpp/.hpp
  - vertical and horizontal grid shift: rework to no longer load whole grid into memory
  - remove hgrids and vgrids member from PJ structure, and store them in hgridshift/vgridshift/deformation structures
  - build systems: add optional libtiff dependency. Must be explicitly disabled if not desired
  - add support for horizontal and vertical grids in GeoTIFF, if libtiff is available
  - add GenericShiftGridSet and GenericShiftGrid classes, relying on TIFF grids, that can be used for generic purpose grid-based adjustment
  - add a +proj=xyzgridshift method to perform geocentric translation by grid. Used for French NTF to RGF93 transformation using gr3df97a.tif grid
  - deformation: add support for +grids= for GeoTIFF grids
  - horizontal grid shift: fix failures on points slightly outside a subgrid (fixes #209)

* File management:
  - add a filemanager.cpp/.hpp to deal with file related work
  - test for legacy proj_api.h fileapi
  - proj.h: add proj_context_set_fileapi() and proj_context_set_sqlite3_vfs_name() (fixes #866)
  - add capability to read resource files from the user writable directory

* Network access:
  - build systems: add optional curl dependency
  - add a curl-based default implementation for network related functionality
  - proj.h: add C API to control network functionality, and optionaly provide network callbacks
  - add data/proj.ini with default settings
  - add a SQLite3 local cache of downloaded chunks
  - add proj_is_download_needed() and proj_download_file()

* Use Win32 Unicode APIs and expect all strings to be UTF-8 (fixes #1765)
  For backward compatibility, if PROJ_LIB content is found to be not UTF-8 or
  pointing to a non existing directory, then an attempt at interpretating it
  in the ANSI page encoding is done.
  proj_context_set_search_paths() now assumes strings to be in UTF-8, and
  functions returning paths will also return values in UTF-8.