RocksDB fails to compile on linux platforms when -Wundef

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### Expected behavior
Expect proper macro utilization

### Actual behavior
```
.../rocksdb/include/rocksdb/sst_file_writer.h:20:7: warning: "_WIN32" is not defined [-Wundef]
#elif _WIN32
^
```
```
.../rocksdb/include/rocksdb/db.h:37:7: warning: "_WIN32" is not defined [-Wundef]
#elif _WIN32
^
```
```
.../rocksdb/include/rocksdb/utilities/utility_db.h:24:7: warning: "_WIN32" is not defined [-Wundef]
#elif _WIN32
^
```
### Steps to reproduce the behavior
These should be something like
```
#else if defined(_WIN32) && _WIN32
```