[C++] strptime does not support %a, %b, %p and other locale directives on Windows #54641

Describe the bug, including details regarding any error messages, version, and platform.

On Windows, timestamp parsing with a strptime format fails when the format contains %a, %A, %b, %B, %h, %c, %p, %r, %x or %X:

import pyarrow as pa
import pyarrow.compute as pc

for value, fmt in [
    ("15-Feb-2015", "%d-%b-%Y"),
    ("15 February 2015", "%d %B %Y"),
    ("Sun 15 Feb 2015", "%a %d %b %Y"),
    ("02/15/2015 02:30 PM", "%m/%d/%Y %I:%M %p"),
]:
    try:
        print(pc.strptime(pa.array([value]), format=fmt, unit="s")[0])
    except pa.ArrowInvalid as e:
        print(e)

Output on Windows (pyarrow 27.0.0.dev18):

Failed to parse string: '15-Feb-2015' as a scalar of type timestamp[s]
Failed to parse string: '15 February 2015' as a scalar of type timestamp[s]
Failed to parse string: 'Sun 15 Feb 2015' as a scalar of type timestamp[s]
Failed to parse string: '02/15/2015 02:30 PM' as a scalar of type timestamp[s]

Expected, as on Linux and macOS:

2015-02-15 00:00:00
2015-02-15 00:00:00
2015-02-15 00:00:00
2015-02-15 14:30:00

On Windows, Arrow uses the vendored musl strptime (cpp/src/arrow/vendored/musl/strptime.c), which defines HAVE_LANGINFO only when _WIN32 is not defined, and handles these directives only under #ifdef HAVE_LANGINFO.

Found while working on #50146.

Component(s)

C++