Add test for thread names

Add test for thread names

I couldn't find a test that verified the thread name functionality, so I
created a new one.

A target board can define gdb,no_thread_names if it doesn't support thread
names and wants to skip the tests that uses them.

This test has been made with Linux in mind.  Not all platforms use
pthread_setname_np to set the thread name, but some #ifdefs can be added
later in order to support other platforms.

Tested on x86-64 Ubuntu 14.04, native and remote.

gdb/testsuite/ChangeLog:

	* gdb.threads/names.exp: New file.
	* gdb.threads/names.c: New file.
	* README: Mention gdb,no_thread_names.