Build shared lib on windows?

This recently came up in #213, where I noted:
> I see [@isuruf] added the `=NO` on windows in https://github.com/conda-forge/llvmdev-feedstock/commit/8059f3a076bfc1770ab993c22e882fc7279e66a3 (though I don't see relevant comments in the corresponding [PR](https://github.com/conda-forge/llvmdev-feedstock/pull/66)). That commit is also relevant because it introduced another point about this recipe I'm not 100% sure about - currently on windows, `libllvm16` & `llvm` are completely empty packages - I presume because this would be for the shared libraries which we're not building currently.

I've also just stumbled across https://github.com/apache/arrow/pull/37412, which does
```cmake
if(MSVC)
# It seems that conda's llvmdev for Windows doesn't provide shared
# library.
set(ARROW_LLVM_USE_SHARED_DEFAULT OFF)
else()
set(ARROW_LLVM_USE_SHARED_DEFAULT ${ARROW_DEPENDENCY_USE_SHARED})
```

Would appreciate your input @isuruf on whether we should do this at all, and what blockers (if any) you see.