[C++][CI] Appveyor job fails to build boost

[raulcd]

Describe the bug, including details regarding any error messages, version, and platform.

The last commit on main (85779a4) and PRs (#45960) fail the Appveyor job. It does not seem related to the change but at first glance I haven't seen if there's a new version (as successful jobs were also using boost 1.85.0).
Failing jobs:

• main
• PR

Successful job:

• latest success

The error log:

CMake Warning (dev) at cmake_modules/ThirdpartyToolchain.cmake:310 (find_package):
  Policy CMP0167 is not set: The FindBoost module is removed.  Run "cmake
  --help-policy CMP0167" for policy details.  Use the cmake_policy command to
  set the policy and suppress this warning.
Call Stack (most recent call first):
  cmake_modules/ThirdpartyToolchain.cmake:1287 (resolve_dependency)
  CMakeLists.txt:547 (include)
This warning is for project developers.  Use -Wno-dev to suppress it.
CMake Error at C:/Mambaforge/envs/arrow/Library/lib/cmake/Boost-1.85.0/BoostConfig.cmake:141 (find_package):
  Could not find a package configuration file provided by "boost_process"
  (requested version 1.85.0) with any of the following names:
    boost_processConfig.cmake
    boost_process-config.cmake
  Add the installation prefix of "boost_process" to CMAKE_PREFIX_PATH or set
  "boost_process_DIR" to a directory containing one of the above files.  If
  "boost_process" provides a separate development package or SDK, be sure it
  has been installed.
Call Stack (most recent call first):
  C:/Mambaforge/envs/arrow/Library/lib/cmake/Boost-1.85.0/BoostConfig.cmake:262 (boost_find_component)
  C:/Mambaforge/envs/arrow/Library/share/cmake-4.0/Modules/FindBoost.cmake:609 (find_package)
  cmake_modules/ThirdpartyToolchain.cmake:310 (find_package)
  cmake_modules/ThirdpartyToolchain.cmake:1287 (resolve_dependency)
  CMakeLists.txt:547 (include)
-- Configuring incomplete, errors occurred!
(arrow) C:\projects\arrow\cpp\build>set lastexitcode=1 

Component(s)

C++, Continuous Integration

[kou]

CMake 4.0.0 may be related...

[raulcd]

oh! I see same as the benchmarks:

• [Benchmarking][CI] Benchmarking has stopped working due to failing to build #45967

which uses CMake 4

[pitrou]

Can we perhaps use boost-cpp from conda-forge instead?

[pitrou]

Oops, we already do. It's just that we haven't explicitly adopted the newer policy?

[pitrou]

This may be fixed by #45623