[Python] Improve Windows build instructions

[asfimport]

The current instructions for building the pyarrow python extension are incomplete.

Problems include:

• missing re2, llvm, clang prerequisites

• missing info on which MSVC toolsets are supported

• missing info on how the build commands to different MSVC toolsets

• missing warning about currently broken Windows build config

  The linked PR amends the python developer documentation with above.

Reporter: ARF / @ARF1
Assignee: ARF / @ARF1

Externally tracked issue: #5294

PRs and other links:

• GitHub Pull Request #5294

_{Note: This issue was originally created as ARROW-6465. Please see the migration documentation for further details.}

[asfimport]

Wes McKinney / @wesm:
Issue resolved by pull request 5294
#5294