* lib/gdb.exp (gdb_compile): Add support for Windows DLLs.

	* lib/gdb.exp (gdb_compile): Add support for Windows DLLs.
	(gdb_compile_shlib): Likewise.
	(skip_shlib_tests, gdb_download, gdb_load_shlibs): New.
	(default_gdb_init): Clear cleanfiles.
	(gdb_finish): Delete recorded cleanfiles.
	* lib/gdbserver-support.exp (gdbserver_spawn): Use gdb_download.

	* gdb.base/gdb1555.exp: Use skip_shlib_tests and gdb_load_shlibs.
	Do not use isnative.
	* gdb.base/pending.exp, gdb.base/shlib-call.exp, gdb.base/shreloc.exp,
	gdb.base/so-impl-ld.exp: Likewise.
	* gdb.base/solib-weak.exp: Likewise.  Skip for DLL targets.
	* gdb.base/unload.exp: Likewise.  Do not pass empty option to
	gdb_compile.