Common: Add RAII object that initializes and cleans up winsock

Source/Core/Common/SocketContext.h

@@ -0,0 +1,30 @@
+// Copyright 2021 Dolphin Emulator Project
+// Licensed under GPLv2+
+// Refer to the license.txt file included.
+
+#pragma once
+
+#ifdef _WIN32
+#include <WinSock2.h>
+#endif
+
+namespace Common
+{
+class SocketContext
+{
+public:
+  SocketContext();
+  ~SocketContext();
+
+  SocketContext(const SocketContext&) = delete;
+  SocketContext(SocketContext&&) = delete;
+
+  SocketContext& operator=(const SocketContext&) = delete;
+  SocketContext& operator=(SocketContext&&) = delete;
+
+private:
+#ifdef _WIN32
+  WSADATA m_data;
+#endif
+};
+}  // namespace Common