ARROW-4013: [Docs][C++] Add how to build on MSYS2
ARROW-4013: [Docs][C++] Add how to build on MSYS2

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

Closes #3505 from kou/cpp-doc-build-on-msys and squashes the following commits:

8f528889e <Kouhei Sutou>  Add how to build on MSYS2

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