cfg.mk: Introduce rule for setlocale()
    
    In the past we had some issues where setlocale() was called without
    corresponding include of locale.h. While on some systems this may
    work, on others the compilation failed. We should have a syntax-check
    rule for that to prevent this from happening again.
    
    Signed-off-by: Michal Privoznik <mprivozn@redhat.com>