Should windows/config.h define WIN32_LEAN_AND_MEAN?

As "windows/config.h" includes Winsock2.h, is it not best practise to define before it:

WIN32_LEAN_AND_MEAN

This is in case someone includes Windows.h, which automatically includes the incompatible Winsock.h. It also reduces the size of the Win32 header files which helps compilation speeds