[C++] CMake should collect libs when making static build

[asfimport]

From https://github.com/apache/arrow/pull/6068/files#r360672071:

# Copy the bundled static libs from the build to the install dir
find . -regex .*/.*/lib/.*\\.a\$ | xargs -I{} cp -u {} ${DEST_DIR}/lib

I think that we should do this by CMake when -DARROW_BUILD_STATIC=ON is specified.
${CMAKE_INSTALL_PREFIX}/${CMAKE_INSTALL_LIBDIR}/arrow/vendored/libXXX.a may be better for the installed path to avoid conflict.

Reporter: Neal Richardson / @nealrichardson
Assignee: Kouhei Sutou / @kou

Related issues:

• [C++] Create and install static library containing all dependencies built by Arrow (relates to)
• [C++] Declare required Libs.private in arrow.pc package config (is related to)

_{Note: This issue was originally created as ARROW-7499. Please see the migration documentation for further details.}

[asfimport]

Wes McKinney / @wesm:
We may close this in favor of the approach of merging the static libraries together into libarrow.a

[asfimport]

Neal Richardson / @nealrichardson:
I would prefer the merging approach.

[asfimport]

Kouhei Sutou / @kou:
OK. Let's close this.