ARROW-17615: [C++][Packaging] Remove check_required_components from configure_package_config_file

[raulcd]

The problem is only reproducible when using REQUIRED components on the find_package call:

find_package(Arrow REQUIRED COMPONENTS dataset flight parquet) 

due to the following macro automatically generated from configure_package_config_file

macro(check_required_components _NAME)
  foreach(comp ${${_NAME}_FIND_COMPONENTS})
    if(NOT ${_NAME}_${comp}_FOUND)
      if(${_NAME}_FIND_REQUIRED_${comp})
        set(${_NAME}_FOUND FALSE)
      endif()
    endif()
  endforeach()
endmacro()

A possible solution is to add the NO_CHECK_REQUIRED_COMPONENTS_MACRO

[raulcd]

@kou I am not sure if the solution to this issue should be to not add the required components macro or fix CMake to force finding the required components before. Let me know what do you think

[raulcd]

It does seem the Appveyor failure is related:

-- Detecting CXX compile features - done
CMake Error at C:/Miniconda38-x64/envs/arrow/Library/lib/cmake/Arrow/ArrowConfig.cmake:178 (check_required_components):
  Unknown CMake command "check_required_components".
Call Stack (most recent call first):
  CMakeLists.txt:63 (find_package)

[github-actions]

https://issues.apache.org/jira/browse/ARROW-17615

[github-actions]

⚠️ Ticket has no components in JIRA, make sure you assign one.

[kou]

We recommend Arrow::arrow_shared. So this change is preferred.
FYI: Users can still use arrow_shared with CMake 3.18 or later for backward compatibility.
See also: https://github.com/apache/arrow/blob/master/cpp/src/arrow/ArrowConfig.cmake.in#L110-L121

BTW, we have a Jira issue to update this document: ARROW-17575
If you take over this, I'm very happy!

Here are some notes for the new our CMake packages:

• Users can use find_package(Arrow), find_package(Parquet) and so on as usual but can't use COMPONENTS like find_package(Arrow COMPONENTS parquet)
  • The old our CMake packages just ignore COMPONENTS.
• Arrow::arrow_shared is recommended than arrow_shared
• CMAKE_PREFIX_PATH not PKG_CONFIG_PATH should be used to find Apache Arrow C++ that isn't installed to the system location such as /usr
  • The old our CMake packages also uses PKG_CONFIG_PATH (.pc can be used to find the Arrow CMake package)

[raulcd]

Thanks @kou I've assigned the ticket to me, it would help me learn some of these changes! I am closing this PR as it will be covered as documentation changes.

[kou]

Thanks!!!
If you have a trouble, please ask me!