ARROW-3125: [C++] Add support for finding libpython on MSYS2
ARROW-3125: [C++] Add support for finding libpython on MSYS2

libpython on MSYS2 uses "${PYTHON_PREFIX}/lib/libpython3.6m.dll.a"
format.

Author: Kouhei Sutou <kou@clear-code.com>

Closes #2540 from kou/cpp-support-finding-libpython-on-msys2 and squashes the following commits:

8e648850 <Kouhei Sutou>  Add support for finding libpython on MSYS2

icexelloss/arrow,renesugar/arrow,apache/arrow,cpcloud/arrow,cpcloud/arrow,itaiin/arrow,tebeka/arrow,itaiin/arrow,apache/arrow,renesugar/arrow,renesugar/arrow,xhochy/arrow,apache/arrow,xhochy/arrow,xhochy/arrow,majetideepak/arrow,pcmoritz/arrow,wesm/arrow,renesugar/arrow,majetideepak/arrow,majetideepak/arrow,kou/arrow,icexelloss/arrow,icexelloss/arrow,apache/arrow,pcmoritz/arrow,laurentgo/arrow,tebeka/arrow,kou/arrow,laurentgo/arrow,pcmoritz/arrow,pcmoritz/arrow,apache/arrow,xhochy/arrow,wesm/arrow,wesm/arrow,tebeka/arrow,wesm/arrow,majetideepak/arrow,cpcloud/arrow,wesm/arrow,cpcloud/arrow,xhochy/arrow,pcmoritz/arrow,apache/arrow,xhochy/arrow,wesm/arrow,majetideepak/arrow,majetideepak/arrow,icexelloss/arrow,cpcloud/arrow,pcmoritz/arrow,laurentgo/arrow,pcmoritz/arrow,cpcloud/arrow,kou/arrow,renesugar/arrow,tebeka/arrow,wesm/arrow,itaiin/arrow,cpcloud/arrow,kou/arrow,xhochy/arrow,xhochy/arrow,kou/arrow,itaiin/arrow,renesugar/arrow,icexelloss/arrow,icexelloss/arrow,kou/arrow,laurentgo/arrow,pcmoritz/arrow,wesm/arrow,renesugar/arrow,kou/arrow,kou/arrow,majetideepak/arrow,cpcloud/arrow,laurentgo/arrow,renesugar/arrow,cpcloud/arrow,icexelloss/arrow,kou/arrow,wesm/arrow,wesm/arrow,apache/arrow,majetideepak/arrow,apache/arrow,majetideepak/arrow,apache/arrow,majetideepak/arrow,itaiin/arrow,tebeka/arrow,majetideepak/arrow,pcmoritz/arrow,tebeka/arrow,tebeka/arrow,icexelloss/arrow,kou/arrow,kou/arrow,itaiin/arrow,cpcloud/arrow,xhochy/arrow,majetideepak/arrow,laurentgo/arrow,cpcloud/arrow,renesugar/arrow,pcmoritz/arrow,laurentgo/arrow,xhochy/arrow,xhochy/arrow,itaiin/arrow,renesugar/arrow,laurentgo/arrow,itaiin/arrow,itaiin/arrow,laurentgo/arrow,itaiin/arrow,apache/arrow,icexelloss/arrow,itaiin/arrow,apache/arrow,kou/arrow,cpcloud/arrow,tebeka/arrow,itaiin/arrow,itaiin/arrow,itaiin/arrow,apache/arrow,apache/arrow,tebeka/arrow,apache/arrow,pcmoritz/arrow,xhochy/arrow,majetideepak/arrow,wesm/arrow,laurentgo/arrow,icexelloss/arrow,pcmoritz/arrow,pcmoritz/arrow,itaiin/arrow,laurentgo/arrow,renesugar/arrow,xhochy/arrow,icexelloss/arrow,xhochy/arrow,xhochy/arrow,icexelloss/arrow,tebeka/arrow,laurentgo/arrow,icexelloss/arrow,majetideepak/arrow,renesugar/arrow,icexelloss/arrow,wesm/arrow,laurentgo/arrow,kou/arrow,kou/arrow,laurentgo/arrow,renesugar/arrow,wesm/arrow,majetideepak/arrow,pcmoritz/arrow,cpcloud/arrow,pcmoritz/arrow,laurentgo/arrow,cpcloud/arrow,renesugar/arrow,wesm/arrow,renesugar/arrow