[C++] Enable use of USE_OS_TZDB with conda, also on windows

### Describe the enhancement requested

I've started looking into this because the tests on the arrow feedstock are failing with
```
%SRC_DIR%\cpp\src\arrow\compute\kernels\test_util_internal.cc(87): error: Failed
'_error_or_value26.status()' failed with Invalid: Cannot locate or parse timezone 'Australia/Broken_Hill': Timezone database not found at "C:\Users\VssAdministrator\Downloads\tzdata"
```
(these failures had been hidden by a bug in a batch file, apologies).

Conda-forge ships `tzdata` as a noarch package, and it also works on windows; for example, I've contributed basic support for using conda-forge's tzdata to orc: https://github.com/apache/orc/pull/1882

I've started looking at patching this into arrow as well, but the code is pretty involved. I can put up a draft PR with some very basic first steps that I have, if that helps.

It's a bit urgent for me to fix this, because I need to fix the CI on the feedstock, and - short of disabling the tzdb-related tests on windows - I can't currently.

### Component(s)

C++