Resolve Windows ODBC test error

`ARROW_TEST_LINK_LIBS` contains more libraries than `ARROW_TEST_STATIC_LINK_LIBS`/`ARROW_TEST_SHARED_LINK_LIBS`, might have been causing linking issues.

Add `DEPENDENCIES ` variable back on Windows

Author: alinaliBQ

cpp/src/arrow/flight/sql/odbc/CMakeLists.txt

@@ -59,10 +59,12 @@ endif()
 
 # On Windows, dynmaic build for ODBC is supported.
 # On unix systems, static build for ODBC is supported, all libraries are linked statically on unix.
+set(ARROW_FLIGHT_SQL_ODBC_DEPENDENCIES "")
 set(ARROW_FLIGHT_SQL_ODBC_SHARED_INSTALL_INTERFACE_LIBS "")
 set(ARROW_FLIGHT_SQL_ODBC_STATIC_INSTALL_INTERFACE_LIBS "")
 set(ARROW_FLIGHT_SQL_ODBC_SHARED_PRIVATE_LINK_LIBS "")
 if(WIN32)
+  set(ARROW_FLIGHT_SQL_ODBC_DEPENDENCIES arrow_flight_sql)
   set(ARROW_FLIGHT_SQL_ODBC_SHARED_LINK_LIBS arrow_flight_sql_shared arrow_odbc_spi_impl)
   set(ARROW_FLIGHT_SQL_ODBC_STATIC_LINK_LIBS arrow_flight_sql_static)
   list(APPEND ARROW_FLIGHT_SQL_ODBC_SHARED_INSTALL_INTERFACE_LIBS
@@ -87,6 +89,8 @@ add_arrow_lib(arrow_flight_sql_odbc
               ${ARROW_FLIGHT_SQL_ODBC_SRCS}
               DEFINITIONS
               UNICODE
+              DEPENDENCIES 
+              ${ARROW_FLIGHT_SQL_ODBC_DEPENDENCIES}
               SHARED_LINK_FLAGS
               ${ARROW_VERSION_SCRIPT_FLAGS} # Defined in cpp/arrow/CMakeLists.txt
               SHARED_LINK_LIBS

cpp/src/arrow/flight/sql/odbc/tests/CMakeLists.txt

@@ -44,10 +44,10 @@ set(ARROW_FLIGHT_SQL_ODBC_TEST_SRCS
 
 if(ARROW_TEST_LINKAGE STREQUAL "static")
   set(ARROW_FLIGHT_SQL_ODBC_TEST_LINK_LIBS arrow_flight_sql_odbc_static
-                                           ${ARROW_TEST_LINK_LIBS})
+                                           ${ARROW_TEST_STATIC_LINK_LIBS})
 else()
   set(ARROW_FLIGHT_SQL_ODBC_TEST_LINK_LIBS arrow_flight_sql_odbc_shared
-                                           ${ARROW_TEST_LINK_LIBS})
+                                           ${ARROW_TEST_SHARED_LINK_LIBS})
 endif()
 
 list(APPEND