gtk_builder_connect_signals() is no longer necessary, because all the
setup that made it necessary to have this extra step is now done
automatically via the closure functions.
This is pretty unused and gets in the way of the next steps.
A potential side effect is that for templates the widget was passed as
the user data argument. If that turns out to be important, we have to
special case that situation.
And have a priv->display instead of a priv->screen.
Includes turning gtk_menu_set_screen() into gtk_menu_set_display(),
because that function just forwards to its window.