ARROW-5653: [C++] Ensure testing libraries are not installed

[fsaintjacques]

libarrow_testing and libarrow_flight_testing should not be installed.
Also fix the unit tests with LD_LIBRARY_PATH due to install target and
cmake handling of RPATH.

[wesm]

@ursabot crossbow test docker

[ursabot]

AMD64 Conda Crossbow (#22682) builder has been succeeded.

Revision: 10f4e1f

Submitted crossbow builds: ursa-labs/crossbow @ ursabot-31

Task	Status
docker-python-3.6-alpine
docker-python-3.7
docker-turbodbc-integration
docker-python-2.7-alpine
docker-spark-integration
docker-cpp
docker-cpp-alpine
docker-python-3.6-nopandas
docker-pandas-master
docker-c_glib
docker-r
docker-hdfs-integration
docker-dask-integration
docker-js
docker-clang-format
docker-rust
docker-iwyu
docker-cpp-cmake32
docker-go
docker-python-2.7
docker-docs
docker-python-2.7-nopandas
docker-python-3.6
docker-lint
docker-java

[wesm]

Looks like macOS is setting the install rpath in the executables

 2/65 Test  #2: plasma-client_tests ................***Failed    0.52 sec
Running plasma-client_tests, redirecting output into /Users/travis/build/apache/arrow/cpp-build/build/test-logs/plasma-client_tests.txt (attempt 1/1)
dyld: Library not loaded: /Users/travis/build/apache/arrow/cpp-install/lib/libarrow_testing.14.dylib
  Referenced from: /Users/travis/build/apache/arrow/cpp-build/debug/plasma-client_tests
  Reason: image not found
/Users/travis/build/apache/arrow/cpp/build-support/run-test.sh: line 97: 11021 Abort trap: 6           $TEST_EXECUTABLE "$@" 2>&1
     11022 Done                    | $ROOT/build-support/asan_symbolize.py
     11024 Done                    | ${CXXFILT:-c++filt}
     11026 Done                    | $ROOT/build-support/stacktrace_addr2line.pl $TEST_EXECUTABLE
     11028 Done                    | $pipe_cmd 2>&1
     11030 Done                    | tee $LOGFILE
~/build/apache/arrow/cpp-build/src/plasma

[fsaintjacques]

I'll close this in favor of #4605

[StefanBruens]

Why was this closed? libarrow_testing.{so,a} is still installed, dito the header files.

[wesm]

Can you please open a Jira issue? To make sure this is fixed