selftests: netfilter: missing error check when setting up veth interface

A test for the basic NAT functionality uses ip command which needs veth
device. There is a condition where the kernel support for veth is not
compiled into the kernel and the test script breaks. This patch contains
code for reasonable error display and correct code exit.

Signed-off-by: Jeffrin Jose T <jeffrin@rajagiritech.edu.in>
Acked-by: Florian Westphal <fw@strlen.de>
Signed-off-by: Pablo Neira Ayuso <pablo@netfilter.org>