rdma_server: use perror, unwind allocs on failure

rdma_server: use perror, unwind allocs on failure

Our main test function prints out errno directly, which is hard to read
as it's not decoded at all.  Instead, use perror() to make failures more
readable.  Also redo the failure flow so that we can do a simple unwind
at the end of the function and just jump to the right unwind spot on
error.

Signed-off-by: Doug Ledford <dledford@redhat.com>
Signed-off-by: Sean Hefty <sean.hefty@intel.com>