Unix build: for mingw and cygwin, create the right location for DLLs

Mingw and Cygwin builds install the DLLs in the application directory,
not the library directory, so ensure that one is created for them when
installing the DLLs.

Fixes #7653

Reviewed-by: Tim Hudson <tjh@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/7654)

(cherry picked from commit 9694ebf7)