With a thread, we can just run curl_easy_perform() and let CURL
and threads handle the blocking part.
With async solution there are too many things to keep track of,
and it makes "when to update the GUI" tricky. By using a thread
that all gets a lot simpler, as the game-thread and download-thread
run side-by-side.
This is similar to how the WinHttp backend already works.
This requires the use of WinHTTP (for Windows) or libcurl (for all
others except Emscripten). Emscripten does not support http(s)
calls currently.
On Linux it requires ca-certificates to be installed, so the HTTPS
certificate can be validated. It is really likely this is installed
on any modern machine, as most connections these days are HTTPS.
(On MacOS and Windows the certificate store is filled by default)
Reminder: in case the http(s):// connection cannot be established,
OpenTTD falls back to a custom TCP-based connection to fetch the
content from the content-service. Emscripten will always do this.
