GH-40577: [C++] Ensure pkg-config flags include -ldl for static builds (

#40578)

### Rationale for this change

When linking statically, pkg-config doesn't pick up the new dependency on libdl introduced by #39067

This produces [unresolved symbol errors](#39067 (comment))

### What changes are included in this PR?

Addition of `-ldl` to `ARROW_PC_LIBS_PRIVATE` to ensure linkage to the necessary library

### Are these changes tested?

yes

### Are there any user-facing changes?

no

* GitHub Issue: #40577

Authored-by: Benjamin Kietzman <bengilgit@gmail.com>
Signed-off-by: Benjamin Kietzman <bengilgit@gmail.com>

cpp/src/arrow/CMakeLists.txt

@@ -136,22 +136,21 @@ endif()
 
 if(ARROW_ENABLE_THREADING)
   list(APPEND ARROW_SHARED_PRIVATE_LINK_LIBS Threads::Threads)
-  list(APPEND ARROW_STATIC_LINK_LIBS Threads::Threads)
   list(APPEND ARROW_STATIC_INSTALL_INTERFACE_LIBS Threads::Threads)
 endif()
 
-if(NOT MSVC_TOOLCHAIN)
-  list(APPEND ARROW_SHARED_INSTALL_INTERFACE_LIBS ${CMAKE_DL_LIBS})
-  list(APPEND ARROW_STATIC_INSTALL_INTERFACE_LIBS ${CMAKE_DL_LIBS})
-endif()
-
 set(ARROW_TEST_LINK_TOOLCHAIN ${ARROW_GTEST_GMOCK} ${ARROW_GTEST_GTEST_MAIN})
 set(ARROW_TEST_STATIC_LINK_LIBS arrow::flatbuffers arrow_testing_static arrow_static
                                 ${ARROW_TEST_LINK_TOOLCHAIN})
 set(ARROW_TEST_SHARED_LINK_LIBS arrow::flatbuffers arrow_testing_shared arrow_shared
                                 ${ARROW_TEST_LINK_TOOLCHAIN})
-if(NOT MSVC)
+
+if(CMAKE_DL_LIBS)
+  list(APPEND ARROW_SHARED_INSTALL_INTERFACE_LIBS ${CMAKE_DL_LIBS})
+  list(APPEND ARROW_STATIC_INSTALL_INTERFACE_LIBS ${CMAKE_DL_LIBS})
   list(APPEND ARROW_TEST_SHARED_LINK_LIBS ${CMAKE_DL_LIBS})
+  list(APPEND ARROW_TEST_STATIC_LINK_LIBS ${CMAKE_DL_LIBS})
+  string(APPEND ARROW_PC_LIBS_PRIVATE " -l${CMAKE_DL_LIBS}")
 endif()
 
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