Try copying hack

Author: WillAyd

ci/scripts/python_build.bat

@@ -65,10 +65,7 @@ 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 ^
@@ -137,6 +134,10 @@ pushd %SOURCE_DIR%\python
 %PYTHON_CMD% -m pip install -r requirements-build.txt || exit /B 1
 %PYTHON_CMD% -m pip install build delvewheel || exit /B 1
 
+@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
+cp %CMAKE_INSTALL_PREFIX%\lib\*.lib %CMAKE_INSTALL_PREFIX%\bin
+
 @REM Build PyArrow
 %PYTHON_CMD% -m build --wheel . --no-isolation || exit /B 1
 %PYTHON_CMD% -m delvewheel repair --ignore-existing --no-mangle-all --include-imports dist\* || exit /B 1