ARROW-6109: [Integration] Docker image for integration testing can't be built on windows

[paddyhoran]

Git for windows checks files out with windows line endings and converts them back before checking them in.

This causes issues in the bash scripts (which are copied from the windows file system into the image) we use to build the "arrow_integration_xenial_base" image when using docker on windows.

@kszucs PTAL. I'm not sure if this Dockerfile is used as part of CI (and so CI will test that the changes don't break building the image on other platforms)?

[kszucs]

Hey @paddyhoran! I'm not sure that we use this docker file anymore. Regarding the line endings, it is pretty sad that docker now win has not resolved it yet docker/for-win#1340

On short term this could work, but on long term we might create a custom script runner which does the conversion on the fly and we can reuse it across multiple dockerfiles.

[paddyhoran]

Yea it looks like the one described here isn't used either probably.

As there is an upstream issue in docker and it would add a lot of boilerplate I'll close this PR/issue, I can add it manually in the interim (it seems I'm the only one on windows anyway :)).