On Windows, refuse paths that start with \\ ... as that might cause an
unexpected SMB connection to a given host name.
Ref: PR#2730
Ref: https://curl.haxx.se/docs/CVE-2019-15601.html
Suggested-by: Jerome Benoit <jerome.benoit@sap.com>
Signed-off-by: Petr Štetiar <ynezz@true.cz>