[C++][Doc] Improve Developing on Windows docs

[asfimport]

Update and improve the "Developing on Windows" docs page:

• Add instructions for using Visual Studio 2019
• Add instructions for option to use vcpkg instead of conda for build dependencies
  • Mention that when you use ARROW_DEPENDENCY_SOURCE=VCPKG, vcpkg will (depending on its configuration) actually download, build, and install the C++ library dependencies for you if it can't find them; this differs from other dependency sources which require a prior installation
• Describe required Visual Studio configuration
• Improve some ambiguous instructions

Reporter: Ian Cook / @ianmcook
Assignee: Ian Cook / @ianmcook

Related issues:

• [Documentation] Describe opening Visual Studio so it inherits a working env (relates to)
• [C++] Add CMake option ARROW_DEPENDENCY_SOURCE=VCPKG (is related to)
• [C++] Test, fix, and document debug builds with vcpkg packages (is related to)
• [C++] Add vcpkg.json manifest to cpp project root (is related to)

PRs and other links:

• GitHub Pull Request #9855

_{Note: This issue was originally created as ARROW-11336. Please see the migration documentation for further details.}

[asfimport]

Ian Cook / @ianmcook:
Also see ARROW-7644

[asfimport]

Ben Kietzman / @bkietz:
Issue resolved by pull request 9855
#9855