gdb: Convert gdb/mingw-hdep.c to INIT_GDB_FILE

I noticed that my MinGW GDB did not have the "maint set
console-translation-mode" command, even though the code to register it
is in gdb/mingw-hdep.c.

The problem is that gdb/mingw-hdep.c is not using INIT_GDB_FILE.  This
fixes it.

Change-Id: I3aa305c517e100d4733b391a110a1b20b89fdb7f