Ken Rastatter's fixes to improve portability of this example:

These minor changes remove portability issues with the this example and allow
it to run on Win32. Specifically:

* The use of pthread_create() has been replaced by g_thread_create(). This
removes the dependency on the pthreads library. Since this is an example using
GTK+, g_thread_create() is available as it is a part of glibc.

* The CURLOPT_FILE option is now referred to by its "newer name"
CURLOPT_WRITEDATA.

* The use of CURLOPT_WRITEFUNCTION has been added.  As described in the docs,
this avoids the crashes when using a DLL under Win32.

* The output file has been renamed from "/tmp/test.curl" to "test.curl". It's
unlikely that there is a /tmp when in Win32 and other examples in libcurl
write their output files to the working directory.