Fix missing includes of <errno.h>

It's much cleaner to always include directly what one needs,
instead of relying on very indirect including.

Signed-off-by: Enrico Weigelt, metux IT consult <info@metux.net>
Part-of: <https://gitlab.freedesktop.org/xorg/xserver/-/merge_requests/1416>

os/xdmcp.c

@@ -34,6 +34,7 @@
 #include <netdb.h>
 #endif
 
+#include <errno.h>
 #include <stdio.h>
 #include <stdlib.h>
 #include <X11/X.h>