[C++][Docs] Add note about automatic suffix addition for zstd

[asfimport]

Add a note here that ZSTD_MSVC_STATIC_LIB_SUFFIX will be automatically set to _static if MCVS is used (see PR #7388) and the option needs to be passed as-DZSTD_MSVC_STATIC_LIB_SUFFIX=.Maybe a Log message in case of set suffix would also make sense.

I ran into this issue due to the current VCPKG version deviating from the zstd_static.lib naming scheme in a recent commit,

Reporter: Jacob Wujciak / @assignUser

_{Note: This issue was originally created as ARROW-16265. Please see the migration documentation for further details.}

[github-actions]

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