ARROW-12560: [C++] Add scheduling option for Future callbacks#10258

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westonpace:feature/ARROW-12560--c-investigate-utilizing-aggressive-thread-task

Commits on Jun 7, 2021

ARROW-12560: Added the ability to specify whether a Future callback should schedule a new thread task. Previously callbacks always ran synchronously.

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ARROW-12560: Callbacks scheduled using ScheduleAlways run after MarkFinished has completed so the previous 'rely on WeakFuture being valid' trick no longer worked

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ARROW-12560: Lint

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ARROW-12560: Build errors on Windows

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ARROW-12560: WIP

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ARROW-12560: Addressing PR comments

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ARROW-12560: Moved ShouldSchedule to a scoped enum. Fix compiler warning.

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ARROW-12560: Mingw was getting confused and allowing a method name to shadow a typed enum

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Remove unused includes
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