messages_dgm: Move directory handling up

When we want to use messages_dgm in source4, we need to find better
places for the lock and socket directories. Source4 does not have the
concept of a cache directory. So I chose "private dir"/sock and "lock
dir"/msg as subdirectories.

This moves directory creation from messages_dgm.c to messages.c,
source4/lib/messaging will have its own way of doing this.

Signed-off-by: Volker Lendecke <vl@samba.org>
Reviewed-by: Stefan Metzmacher <metze@samba.org>