win-build: Fixes Makefile target names including char ":"

The build system uses absolute path names to generate
target names. In Windows, absolute path names include the
character ":".
Makefile does not support target names with the character ":"
on them.
The target names involved are PHONY. The commit modifies the
Makefile logic to not include directory names in zephyr-app-dirs
and clean-dirs targets.

Jira: ZEP-517

Change-Id: I37b62f04b8bc6bffbbc19e0e4fd2a827347e5cbd
Signed-off-by: Juan Manuel Cruz <juan.m.cruz.alcaraz@intel.com>