Trivial fix for out-of-tree build that I wasn't testing previously:
1. Create a directory for library object files, fixes:
> gcc lib/kconfig.c -Wall -O2 -g -D_GNU_SOURCE -fno-strict-aliasing -I ../../../../../usr/include/ -iquote /tmp/kselftest/kselftest/net/tcp_ao/lib -I ../../../../include/  -o /tmp/kselftest/kselftest/net/tcp_ao/lib/kconfig.o -c
> Assembler messages:
> Fatal error: can't create /tmp/kselftest/kselftest/net/tcp_ao/lib/kconfig.o: No such file or directory
> make[1]: *** [Makefile:46: /tmp/kselftest/kselftest/net/tcp_ao/lib/kconfig.o] Error 1
2. Include $(KHDR_INCLUDES) that's exported by selftests/Makefile, fixes:
> In file included from lib/kconfig.c:6:
> lib/aolib.h:320:45: warning: ‘struct tcp_ao_add’ declared inside parameter list will not be visible outside of this definition or declaration
>   320 | extern int test_prepare_key_sockaddr(struct tcp_ao_add *ao, const char *alg,
>       |                                             ^~~~~~~~~~
...
3. While at here, clean-up $(KSFT_KHDR_INSTALL): it's not needed anymore
   since commit 
f2745dc0ba3d ("selftests: stop using KSFT_KHDR_INSTALL")
4. Also, while at here, drop .DEFAULT_GOAL definition: that has a
   self-explaining comment, that was valid when I made these selftests
   compile on local v4.19 kernel, but not needed since
   commit 
8ce72dc32578 ("selftests: fix headers_install circular dependency")
Fixes: cfbab37b3da0 ("selftests/net: Add TCP-AO library")
Reported-by: kernel test robot <lkp@intel.com>
Closes: https://lore.kernel.org/oe-kbuild-all/202312190645.q76MmHyq-lkp@intel.com/
Signed-off-by: Dmitry Safonov <dima@arista.com>
Signed-off-by: David S. Miller <davem@davemloft.net>
 
 TEST_GEN_PROGS := $(TEST_IPV4_PROGS) $(TEST_IPV6_PROGS)
 
 top_srcdir       := ../../../../..
-KSFT_KHDR_INSTALL := 1
 include ../../lib.mk
 
 HOSTAR ?= ar
 
-# Drop it on port to linux/master with commit 8ce72dc32578
-.DEFAULT_GOAL := all
-
 LIBDIR := $(OUTPUT)/lib
 LIB    := $(LIBDIR)/libaotst.a
 LDLIBS += $(LIB) -pthread
 LIBDEPS        := lib/aolib.h Makefile
 
 CFLAGS := -Wall -O2 -g -D_GNU_SOURCE -fno-strict-aliasing
-CFLAGS += -I ../../../../../usr/include/ -iquote $(LIBDIR)
-CFLAGS += -I ../../../../include/
+CFLAGS += $(KHDR_INCLUDES)
+CFLAGS += -iquote ./lib/ -I ../../../../include/
 
 # Library
 LIBSRC := kconfig.c netlink.c proc.c repair.c setup.c sock.c utils.c
        $(HOSTAR) rcs $@ $^
 
 $(LIBDIR)/%.o: ./lib/%.c $(LIBDEPS)
+       mkdir -p $(LIBDIR)
        $(CC) $< $(CFLAGS) $(CPPFLAGS) -o $@ -c
 
 $(TEST_GEN_PROGS): $(LIB)