[C++] Better handling when TZDB is unavailable

When /usr/share/zoneinfo is unavailable and TZDIR env is unset, creating C++ ORC reader will crash on Windows. We need to better deal with this case. See context from the Apache Arrow community: https://github.com/apache/arrow/issues/36026 and https://github.com/apache/arrow/issues/40633

We could perhaps do following things:

• Make sure it does not crash when TZDB is missing (on Windows). The prerequisite is to enable running C++ unit tests on Windows.
• More TZDB search locations. (e.g. $CONDA_PREFIX/usr/share/zoneinfo)
• Do not eagerly reading TZDB when timestamp types are not required.
• Add a runtime config to set TZDB location.
• Ship TZDB with the ORC library while building on Windows?