[C++] Integrate with appveyor ci for windows support and get arrow building on windows

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We currently use at least one posix only call in C++ (for allocating aligned memory) there might be others.

Reporter: Micah Kornfield / @emkornfield
Assignee: Uwe Korn / @xhochy

Related issues:

• Enable AppVeyor for Arrow (is blocked by)

_{Note: This issue was originally created as ARROW-202. Please see the migration documentation for further details.}

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Uwe Korn / @xhochy:
PR: https://issues.apache.org/jira/browse/ARROW-202

[asfimport]

Wes McKinney / @wesm:
Issue resolved by pull request 213
#213