GH-49541: [C++] ARROW_FLIGHT_SQL=ON and ARROW_BUILD_EXAMPLES=ON need gflags (#49542)

### Rationale for this change

`flight-sql-test-server` needs gflags: https://github.com/apache/arrow/blob/6dfef94283d02c6a584640ed7098a73d385814a4/cpp/src/arrow/flight/sql/CMakeLists.txt#L166-L168

### What changes are included in this PR?

Require gflags with `ARROW_FLIGHT_SQL=ON` and `ARROW_BUILD_EXAMPLES=ON`.

### Are these changes tested?

Yes.

### Are there any user-facing changes?

Yes.
* GitHub Issue: #49541

Authored-by: Sutou Kouhei <kou@clear-code.com>
Signed-off-by: Raúl Cumplido <raulcumplido@gmail.com>

Author: kou

cpp/cmake_modules/ThirdpartyToolchain.cmake

@@ -1683,7 +1683,8 @@ endif()
 if(ARROW_BUILD_TESTS
    OR ARROW_BUILD_BENCHMARKS
    OR ARROW_BUILD_INTEGRATION
-   OR ARROW_USE_GLOG)
+   OR ARROW_USE_GLOG
+   OR (ARROW_FLIGHT_SQL AND ARROW_BUILD_EXAMPLES))
   set(ARROW_NEED_GFLAGS TRUE)
 else()
   set(ARROW_NEED_GFLAGS FALSE)