Clean up some dead code in windows-tdep.c

windows-tdep.c checks the result of xmalloc, which isn't necessary.  I
initially removed this dead check, but then went a bit further and
modified the code so that some "goto"s and explicit memory management
could be removed.  Then, I added a couple of missing bounds checks.

I believe this also fixes a possible bug with a missing 0-termination
of a string.  I am not certain, but that is why I think the existing
code allocates a buffer that is 1 byte too long -- but then it fails
to set this byte to 0.