Download SDL3 using CMake + support emscripten

[madebr]

• Add a DOWNLOAD_DEPENDENCIES cmake option to download dependencies using CMake itself
• Convert the example to use SDL event callbacks
• Build the example with emscripten on ci (I tested the generated .html locally)

You might want to add/fix documentation/comments in places where it is lacking.

The void *appstate argument is not used in the example.
Perhaps it should as an example?

ci: https://github.com/madebr/SDL_helloworld/actions/runs/9184190253