Hi,

I have added a new C++ header file, arrow/adapters/orc/adapter_options.h which 
is not recognized in Cython in our Github Action builds.  I wonder what kind of 
changes (in CMake? I haven’t found any relevant piece in the one CMakeLists.txt 
in the python directory though) are necessary to make the file usable.

Here is the error message I got here 
(https://github.com/apache/arrow/runs/4336588692?check_suite_focus=true) :

[44/60] Building CXX object CMakeFiles/_orc.dir/_orc.cpp.o
FAILED: CMakeFiles/_orc.dir/_orc.cpp.o
ccache /opt/conda/envs/arrow/bin/x86_64-conda-linux-gnu-c++ 
-DARROW_HAVE_RUNTIME_AVX2 -DARROW_HAVE_RUNTIME_AVX512 -DARROW_HAVE_RUNTIME_BMI2 
-DARROW_HAVE_RUNTIME_SSE4_2 -DARROW_HAVE_SSE4_2 -D_orc_EXPORTS -isystem 
/opt/conda/envs/arrow/lib/python3.8/site-packages/numpy/core/include -isystem 
/opt/conda/envs/arrow/include/python3.8 -isystem /arrow/python/src 
-Wno-noexcept-type -Wall -fno-semantic-interposition -msse4.2 
-fvisibility-inlines-hidden -std=c++17 -fmessage-length=0 -march=nocona 
-mtune=haswell -ftree-vectorize -fPIC -fstack-protector-strong -fno-plt -O2 
-ffunction-sections -pipe -isystem /opt/conda/envs/arrow/include 
-fdiagnostics-color=always -g -O0 -fno-omit-frame-pointer -Wno-unused-variable 
-Wno-maybe-uninitialized -g -fPIC -std=c++11 -Wno-unused-function -MD -MT 
CMakeFiles/_orc.dir/_orc.cpp.o -MF CMakeFiles/_orc.dir/_orc.cpp.o.d -o 
CMakeFiles/_orc.dir/_orc.cpp.o -c /build/python/temp.linux-x86_64-3.8/_orc.cpp
/build/python/temp.linux-x86_64-3.8/_orc.cpp:736:10: fatal error: 
arrow/adapters/orc/adapter_options.h: No such file or directory
736 | #include "arrow/adapters/orc/adapter_options.h"
| ^~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
compilation terminated. 

Thanks Sutou for pointing out how to fix CMakeLists.txt in cpp/src/arrow back 
then which is why we no longer have any comparable problem in C++.

Thanks,
Ian

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