patch 8.1.1766: code for writing session file is spread out

Problem:    Code for writing session file is spread out.
Solution:   Put it in one file. (Yegappan Lakshmanan, closes #4728)
diff --git a/src/Make_cyg_ming.mak b/src/Make_cyg_ming.mak
index 4ceaa91..17847cc 100644
--- a/src/Make_cyg_ming.mak
+++ b/src/Make_cyg_ming.mak
@@ -758,6 +758,7 @@
 	$(OUTDIR)/regexp.o \
 	$(OUTDIR)/screen.o \
 	$(OUTDIR)/search.o \
+	$(OUTDIR)/session.o \
 	$(OUTDIR)/sha256.o \
 	$(OUTDIR)/sign.o \
 	$(OUTDIR)/spell.o \