ARROW-10032: [Documentation] update C++ windows docs
ARROW-10032: [Documentation] update C++ windows docs

Update the docs on replicating the AppVeyor build.

Closes #8706 from lidavidm/arrow-10032

Lead-authored-by: David Li <dc24f9cfc84fb1675ce65c8444a2c3e2f0e5f297@gmail.com>
Co-authored-by: Antoine Pitrou <9359a4d812173b65a3a0094cd86363e79731a3c2@python.org>
Signed-off-by: Antoine Pitrou <9359a4d812173b65a3a0094cd86363e79731a3c2@python.org>

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