GH-44855: [Python][Packaging] Do not bundle msvcp140.dll

Bundling `msvcp140.dll` in Python Windows wheels risks crashes or undefined behavior if another Python package loads another version of the DLL.

Instead of bundling this widespread DLL, we should let the user install it themselves in the (relatively unlikely) case it is not already available on the system.
This ensures that a single DLL version is shared between all Python packages.

ci/scripts/python_wheel_windows_build.bat

@@ -121,7 +121,5 @@ set ARROW_HOME=C:\arrow-dist
 set CMAKE_PREFIX_PATH=C:\arrow-dist
 
 pushd C:\arrow\python
-@REM bundle the msvc runtime
-cp "C:\Program Files (x86)\Microsoft Visual Studio\2019\Community\VC\Redist\MSVC\14.28.29325\x64\Microsoft.VC142.CRT\msvcp140.dll" pyarrow\
 python setup.py bdist_wheel || exit /B 1
 popd

python/pyarrow/__init__.py

@@ -62,7 +62,24 @@ def parse_git(root, **kwargs):
 # to workaround Cython bug in https://github.com/cython/cython/issues/3603
 _gc_enabled = _gc.isenabled()
 _gc.disable()
-import pyarrow.lib as _lib
+
+try:
+    import pyarrow.lib as _lib
+except ImportError:
+    if _os.name == 'nt':
+        # Give a clearer error message if the import failed because of missing
+        # the C++ runtime for MSVC (see GH-44855).
+        import ctypes
+        try:
+            ctypes.CDLL('msvcp140.dll')
+        except OSError:
+            raise ImportError(
+                "PyArrow import failure, presumably because the Microsoft Visual C++ "
+                "Redistributable is not installed. You can download it from "
+                "https://learn.microsoft.com/en-us/cpp/windows/latest-supported-vc-redist")
+    # Other cases: re-raise original error
+    raise
+
 if _gc_enabled:
     _gc.enable()
 

python/setup.py

@@ -129,8 +129,6 @@ def run(self):
                      ('extra-cmake-args=', None, 'extra arguments for CMake'),
                      ('build-type=', None,
                       'build type (debug or release), default release'),
-                     ('boost-namespace=', None,
-                      'namespace of boost (default: boost)'),
                      ('with-cuda', None, 'build the Cuda extension'),
                      ('with-flight', None, 'build the Flight extension'),
                      ('with-substrait', None, 'build the Substrait extension'),
@@ -144,14 +142,10 @@ def run(self):
                      ('with-gcs', None,
                       'build the Google Cloud Storage (GCS) extension'),
                      ('with-s3', None, 'build the Amazon S3 extension'),
-                     ('with-static-parquet', None, 'link parquet statically'),
-                     ('with-static-boost', None, 'link boost statically'),
                      ('with-orc', None, 'build the ORC extension'),
                      ('with-gandiva', None, 'build the Gandiva extension'),
                      ('generate-coverage', None,
                       'enable Cython code coverage'),
-                     ('bundle-boost', None,
-                      'bundle the (shared) Boost libraries'),
                      ('bundle-cython-cpp', None,
                       'bundle generated Cython C++ code '
                       '(used for code coverage)'),