[C++][Python] Investigate OpenTelemetry works as expected on Windows
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Component: C++
Component: Python
Type: enhancement
- Dominant language
- C++
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Description
### Describe the enhancement requested
On the following issue:
- https://github.com/apache/arrow/issues/49382
We configured wheels to have OpenTelemetry enabled and added some improvements. We also added tests and fixed Windows builds to be able to build with OpenTelemetry enabled which was failing due to missing windows compat headers and missing exporting symbols.
We added a test for Python `test_tracing_server_middleware_emits_traces` in order to validate that traces were emitted to stdout but those were not working on Windows. We are currently skipping the test but we should validate whether there's a problem on Windows when OpenTelemetry is enabled.
### Component(s)
C++, Python
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