ARROW-4745: [C++][Documentation] Document notes from replicating Static_Crt_Build on windows
ARROW-4745: [C++][Documentation] Document notes from replicating Static_Crt_Build on windows

* also fix an apparently broken link

Author: emkornfield <emkornfield@gmail.com>
Author: Micah Kornfield <emkornfield@gmail.com>

Closes #3799 from emkornfield/doc_windows and squashes the following commits:

141368495 <emkornfield> fix removed shell
661493c3e <Micah Kornfield> ARROW-4745: Document notes from replicating Static_Crt_Build on windows

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