[C++] Add -Wa,-mbig-obj when compiling with MinGW to avoid linking errors

[asfimport]

See https://digitalkarabela.com/mingw-w64-how-to-fix-file-too-big-too-many-sections/

This seems to be the MinGW equivalent of /bigobj in MSVC

Reporter: Wes McKinney / @wesm
Assignee: Wes McKinney / @wesm

Related issues:

• [R][C++] Fix crashing test in test-dataset.R on 32-bit Windows from ARROW-7979 (is related to)

PRs and other links:

• GitHub Pull Request #6743

_{Note: This issue was originally created as ARROW-8246. Please see the migration documentation for further details.}

[asfimport]

Wes McKinney / @wesm:
Issue resolved by pull request 6743
#6743