Many of the more complicated CMake projects can't be added to the IDF
build system simply by calling add_subdirectory.
"add_subdirectory" also cannot be used with projects which use build
systems other than CMake (for example GNU Make or cargo).
This commit changes the example to use ExternalProject_Add, instead,
which is a more general way of adding subprojects.
As part of this change, tinyxml2 is now downloaded from the Internet,
which allows removing one submodule.
!4452 used setting LINK_LIBRARIES and INTERFACE_LINK_LIBRARIES to link
components built under ESP-IDF build system. However, LINK_LIBRARIES does
not produce behavior same as linking PRIVATE. This MR uses the new
signature for target_link_libraries directly instead. This also moves
setting dependencies during component registration rather than after all
components have been processed.
The consequence is that internally, components have to use the new
signature form as well. This does not affect linking the components to
external targets, such as with idf_as_lib example. This only affects
linking additional libraries to ESP-IDF libraries outside component processing (after
idf_build_process), which is not even possible for CMake<v3.13 as
target_link_libraries is not valid for targets not created in current
directory. See https://cmake.org/cmake/help/v3.13/policy/CMP0079.html#policy:CMP0079
