[gdb/testsuite] Fix gdb.base/foll-exec.exp for remote target

[gdb/testsuite] Fix gdb.base/foll-exec.exp for remote target

When running test-case gdb.base/foll-exec.exp with target board
remote-gdbserver-on-localhost.exp, I run into:
...
(gdb) PASS: gdb.base/foll-exec.exp: insert first exec catchpoint
continue^M
Continuing.^M
[Inferior 1 (process 4476) exited normally]^M
(gdb) FAIL: gdb.base/foll-exec.exp: continue to first exec catchpoint (the program e\
xited)
...

The problem is that the foll-exec executable expects the exec-ed executable
execd-prog alongside it, but it's missing.

Fix this by adding the missing gdb_remote_download.

Likewise in a few other test-cases.

Tested on x86_64-linux.