[C++] Build Arrow on Windows with dynamically linked boost

[asfimport]

Currently CMake recognizes "imported" 3rd party libs as static libraries. That causes linking issue (.obj data can't be found in stripped .lib for shared .dll, because it's in .dll) if the library should be linked dynamically on Windows.
To resolve above incorrect behavior, IMPORTED_LOCATION property of imported library replaced with special IMPORTED_IMPLIB. It sets cmake to handle the library as dynamic, not static. https://cmake.org/cmake/help/v3.0/prop_tgt/IMPORTED_IMPLIB.html

Another linking issue on Windows with dynamically linked boost is caused by boost's autolink feature. Autolinking tells to link against static libs of boost, even if we have turned off usage of static libs in CMAKE. The solution is to turn off boost's autolinking by preprocessor's defines directly from CMAKE script:

// disable autolinking in boost
add_definitions(-DBOOST_ALL_NO_LIB)

// force all boost libraries to dynamic link
add_definitions(-DBOOST_ALL_DYN_LINK)

Reporter: Max Risuhin / @maxhora
Assignee: Max Risuhin / @maxhora

Related issues:

• [C++] Build and run full test suite in Appveyor (blocks)

_{Note: This issue was originally created as ARROW-681. Please see the migration documentation for further details.}

[asfimport]

Wes McKinney / @wesm:
Resolved by b179ad2