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: NTim Hudson <tjh@openssl.org>
(Merged from https://github.com/openssl/openssl/pull/7654)

(cherry picked from commit 9694ebf753e571a55935a63b4df8016e7bd3248d)