Update destination directory for .dll files

Author: WillAyd

ci/scripts/python_build.bat

@@ -65,7 +65,10 @@ set CMAKE_UNITY_BUILD=ON
 mkdir %CPP_BUILD_DIR%
 pushd %CPP_BUILD_DIR%
 
+@REM by default, CMake installs .lib import libs to lib and .dll libs to bin
+@REM delvewheel requires these to be side-by-side to properly vendor
 cmake ^
+    -DCMAKE_INSTALL_BINDIR=lib ^
     -DARROW_ACERO=%ARROW_ACERO% ^
     -DARROW_BUILD_SHARED=ON ^
     -DARROW_BUILD_STATIC=OFF ^

cpp/cmake_modules/BuildUtils.cmake

@@ -315,7 +315,7 @@ function(ADD_ARROW_LIB LIB_NAME)
   if(ARG_INSTALL_RUNTIME_DIR)
     set(INSTALL_RUNTIME_DIR ${ARG_INSTALL_RUNTIME_DIR})
   else()
-    set(INSTALL_RUNTIME_DIR bin)
+    set(INSTALL_RUNTIME_DIR ${CMAKE_INSTALL_BINDIR})
   endif()
 
   if(BUILD_SHARED)