I've come across several different environments where Arrow either fails to
configure with CMake or fails to link libraries. Some recent examples I've
come across:

 * (Just fixed [1]) Windows, RTools4 (MSYS2), Debug, dynamic libraries
 * (Still broken) same as above, but static libraries
 * Windows, vcpkg, MSVC, Ninja, debug

Fixing these one-by-one is possible, but time consuming.

Are there any thoughts on how we could make the C++ build / CMake robust
across environments? For example, does it seem feasible to unit test our
CMake modules across a wide sampling of platforms? Or is the best way
forward to simply submit fixes platform-by-platform?

[1]: https://github.com/apache/arrow/pull/12406#issue-1133103074

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