[C++][Docs] Trivial CMake dependency on Arrow fails at link stage

[asfimport]

The example in the docs here isn't sufficient: https://arrow.apache.org/docs/cpp/cmake.html 

It fails at link time because Arrow's transitive dependencies aren't included in the INTERFACE_LINK_LIBRARIES:

/usr/bin/ld: warning: libglog.so.0, needed by /home/lidavidm/Code/Ursa/install/lib/libarrow.so.400.0.0, not found (try using -rpath or -rpath-link)
/usr/bin/ld: warning: libutf8proc.so.2, needed by /home/lidavidm/Code/Ursa/install/lib/libarrow.so.400.0.0, not found (try using -rpath or -rpath-link)
/usr/bin/ld: warning: libaws-cpp-sdk-config.so, needed by /home/lidavidm/Code/Ursa/install/lib/libarrow.so.400.0.0, not found (try using -rpath or -rpath-link)
# ...

Reporter: David Li / @lidavidm

_{Note: This issue was originally created as ARROW-11609. Please see the migration documentation for further details.}

[asfimport]

David Li / @lidavidm:
Ah, the actual issue here is needing rpath to contain the right directory. Including libutf8proc implicitly does that, but it seems ARROW-4065 intentionally removed the transitive dependencies from ArrowTargets.cmake. Instead downstream projects depending on Arrow can use target_link_directories(..., path/to/conda/env/lib) (it seems this is really only an issue when using Conda). Closing.