ARROW-7181: [C++] Fix an Arrow module search bug with pkg-config
ARROW-7181: [C++] Fix an Arrow module search bug with pkg-config

If an Arrow module has only shared library and pkg-config is used to
find the module, FindArrow.cmake can't find directory that has the
shared library.

Closes #5850 from kou/cpp-find-arrow-set-missing-variable-pkg-config and squashes the following commits:

6d461ba4d <Sutou Kouhei>  Fix an Arrow module search bug with pkg-config

Authored-by: Sutou Kouhei <73218711cdd5d5c30ac66da3cc4d9d9204caf34b@clear-code.com>
Signed-off-by: Neal Richardson <beb59f0141269d2d04e73d0dcc1967b64ba87e13@gmail.com>

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