Fix compilation problem on windows

[vandenman]

also does some cleanup. Come to think of it, we can also remove RcppProgress from the DESCRIPTION file since we now does this in a custom way anyway.

@sekulovskin can you test the installation using:

remotes::install_github("vandenman/bgms@fix_windows")
# or devtools::install_github("vandenman/bgms@fix_windows")
# or renv::install("vandenman/bgms@fix_windows")

[MaartenMarsman]

Looking good. However, lets leave print_mutex.h intact. It allows us to print output to console while testing.

[sekulovskin]

This works for me! And it requires fewer changes than the implementation that I have. Should we merge it?