[BUILD] Add bazel missing BUILD file

[tdat00]

Fixes

• None

Changes

• etw_threads example doesn't have BUILD file, we cannot run the example using Bazel as described here https://github.com/open-telemetry/opentelemetry-cpp/blob/main/CONTRIBUTING.md#build-and-run-code-examples
• This change adds the BUILD file for that example.

[linux-foundation-easycla]

The committers listed above are authorized under a signed CLA.

• ✅ login: tdat00 / name: Dat Le (8f2e1a5)

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 87.65%. Comparing base (497eaf4) to head (8f2e1a5).
Report is 90 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #2720      +/-   ##
==========================================
+ Coverage   87.12%   87.65%   +0.53%     
==========================================
  Files         200      190      -10     
  Lines        6109     5853     -256     
==========================================
- Hits         5322     5130     -192     
+ Misses        787      723      -64     

see 107 files with indirect coverage changes

[marcalff]

LGTM, thanks for the fix.