Add CMake option to build WITH_X11

We want to be able to build without X11 support even if some of the used
libraries may not work w/o X11 themselves yet or need to be built with
X11 support for other reverse dependencies.

HAVE_X11 already exists and is set automagically so far, but using
-DCMAKE_DISABLE_FIND_PACKAGE_X11 will break if any dependencies list X11
as required in their cmake config.

- Cleanup HAVE_* definitions a bit
- Clarify X11 PURPOSE a bit

Signed-off-by: Andreas Sturmlechner <asturm@gentoo.org>