Use new and delete for windows_thread_info

Use new and delete for windows_thread_info

This adds a constructor, destructor, and member initializers to
windows_thread_info, and changes gdb and gdbserver to use new and
delete.

gdb/ChangeLog
2020-04-08  Tom Tromey  <tromey@adacore.com>

	* windows-nat.c (windows_add_thread): Use new.
	(windows_init_thread_list, windows_delete_thread): Use delete.
	(get_windows_debug_event): Update.
	* nat/windows-nat.h (struct windows_thread_info): Add constructor,
	destructor, and initializers.

gdbserver/ChangeLog
2020-04-08  Tom Tromey  <tromey@adacore.com>

	* win32-low.c (child_add_thread): Use new.
	(delete_thread_info): Use delete.