Debugger: Fix pipe connection error message construction on Windows

Adding an integer to a C string does pointer math, rather than
converting to string.  Instead convert the result of `GetLastError` to
string before adding it to the error message.

This problem was accidentally introduced by commit 8b1257e7bf (Debugger:
Replace libuv with platform-specific connection code, 2023-07-29).

Signed-off-by: William R. Dieter <william.r.dieter@intel.com>