[C++] Cannot build debug with MSVC and vcpkg

[asfimport]

While trying to create a debug build of Arrow on Windows using vcpkg and MSVC, I encountered a few issues with the current build configuration:

1. Python debug and release libraries are passed, but our Cmake scripts only expect one or the other. Just as reported in ARROW-13470

2. Since vcpkg upgraded gtest to 1.11.0, there is again a mismatch between the bundled gtest and the vcpkg versions. So we get the same error as was found in ARROW-14393

3. Thrift could not find debug static libraries, because it was missing the "d" suffix. It should be libthriftmdd.lib, but was finding libthriftmd.lib.

   Additionally, the recommended clcache program from our Windows developer docs is no longer maintained. I found its dependency pyuv doesn't install on Windows anymore, and is also no longer maintained.

Reporter: Will Jones / @wjones127
Assignee: Kouhei Sutou / @kou

Related issues:

• Build fails on windows with ARROW_PYTHON=ON (is related to)
• [C++] GTest linking errors during the source release verification (is related to)
• [C++] Test, fix, and document debug builds with vcpkg packages (is related to)

PRs and other links:

• GitHub Pull Request #12230
• GitHub Pull Request #13108

_{Note: This issue was originally created as ARROW-15415. Please see the migration documentation for further details.}

[asfimport]

Antoine Pitrou / @pitrou:
@kou I don't know if you would be able to help get this to completion? Debug builds on Windows are often a bit hairy to get right.

[asfimport]

Kouhei Sutou / @kou:
I'll take a look at this later.

[asfimport]

Will Jones / @wjones127:
FYI I submitted a draft PR just now with some fixes I've been keeping stashed in my local copy for a while now. Doesn't solve all issues on MSVC + vcpkg, but is enough to get me a basic build.

[asfimport]

David Li / @lidavidm:
Issue resolved by pull request 13108
#13108