ARROW-5686: [R] Review R Windows CI build
ARROW-5686: [R] Review R Windows CI build

I reviewed with @jeroen and he said "That seems about right." This patch reorganizes the script and adds/updates comments to reflect a better understanding of the process.

Closes #5170 from nealrichardson/refactor-rwinlib and squashes the following commits:

bd97ae224 <Neal Richardson> Reorganize shell script for building rwinlib package on Appveyor

Authored-by: Neal Richardson <beb59f0141269d2d04e73d0dcc1967b64ba87e13@gmail.com>
Signed-off-by: François Saint-Jacques <76801b7d5fe2c448a8401d2246372be49d372480@gmail.com>

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