GH-46575: [C++][FlightRPC] Add Diagnostic tests (#47764)

### Rationale for this change
Putting the tests for diagnostics in a separate PR from
#47763, because non-diagnostic ODBC
APIs are required to get diagnostics.

### What changes are included in this PR?
- Add tests for ODBC diagnostics 

### Are these changes tested?
PR depends on #47971 for tests to
work.

Tested locally. 
### Are there any user-facing changes?
No
* GitHub Issue: #46575

Co-authored-by: rscales <[email protected]>

Author: alinaliBQ

cpp/src/arrow/flight/sql/odbc/tests/CMakeLists.txt

@@ -36,6 +36,7 @@ add_arrow_test(flight_sql_odbc_test
                odbc_test_suite.h
                connection_attr_test.cc
                connection_test.cc
+               errors_test.cc
                statement_attr_test.cc
                statement_test.cc
                # Enable Protobuf cleanup after test execution

cpp/src/arrow/flight/sql/odbc/tests/connection_test.cc

@@ -37,9 +37,9 @@ TYPED_TEST_SUITE(ConnectionTest, TestTypes);
 template <typename T>
 class ConnectionHandleTest : public T {};
 
-class ConnectionRemoteTest : public FlightSQLOdbcHandleRemoteTestBase {};
-using TestTypesHandle =
-    ::testing::Types<FlightSQLOdbcHandleMockTestBase, FlightSQLOdbcHandleRemoteTestBase>;
+class ConnectionRemoteTest : public FlightSQLOdbcEnvConnHandleRemoteTestBase {};
+using TestTypesHandle = ::testing::Types<FlightSQLOdbcEnvConnHandleMockTestBase,
+                                         FlightSQLOdbcEnvConnHandleRemoteTestBase>;
 TYPED_TEST_SUITE(ConnectionHandleTest, TestTypesHandle);
 
 TEST(ODBCHandles, TestSQLAllocAndFreeEnv) {