Common: Add RAII object that initializes and cleans up winsock

Source/Core/Common/SocketContext.cpp

@@ -0,0 +1,22 @@
+// Copyright 2021 Dolphin Emulator Project
+// Licensed under GPLv2+
+// Refer to the license.txt file included.
+
+#include "Common/SocketContext.h"
+
+namespace Common
+{
+#ifdef _WIN32
+SocketContext::SocketContext()
+{
+  static_cast<void>(WSAStartup(MAKEWORD(2, 2), &m_data));
+}
+SocketContext::~SocketContext()
+{
+  WSACleanup();
+}
+#else
+SocketContext::SocketContext() = default;
+SocketContext::~SocketContext() = default;
+#endif
+}  // namespace Common