[C++] GlobFiles based URI doesn't function properly in Windows

### Describe the bug, including details regarding any error messages, version, and platform.

At the moment, the Substrait tests in CIs which uses GlobFiles based data source doesn't run on Windows.

For instance when we remove the skip macro for Windows, the following error occurs.

```bash
[ RUN ] Substrait.ReadRelWithGlobFiles
D:/a/arrow/arrow/cpp/src/arrow/engine/substrait/serde_test.cc:114: Failure
Failed
'_error_or_value28.status()' failed with IOError: Cannot list directory '/Users/RUNNER~1/AppData/Local/Temp'. Detail: [Windows error 3] The system cannot find the path specified.

[ FAILED ] Substrait.ReadRelWithGlobFiles (6 ms)
[ RUN ] Substrait.RootRelationOutputNames
X: int32
Y: int32
Z: int32
----
```

### Component(s)

C++

Start with cpp/src/arrow/engine/substrait/serde_test.cc, especially the ReadRelWithGlobFiles test and its Windows skip. Run the Substrait tests on Windows and trace the GlobFiles-based URI used there. Done means the test runs without the skip and no longer resolves the temporary directory to an invalid Unix-style path.

Written by the indexing model from the issue text.