Update get_library_dirs on windows

Author: WillAyd

python/pyarrow/__init__.py

@@ -431,6 +431,14 @@ def append_library_dir(library_dir):
         if _os.path.exists(pyarrow_libs_dir):
             append_library_dir(pyarrow_libs_dir)
 
+        # Source installations on Windows into a conda environment need to
+        # expose the appropriate conda directories that Arrow C++ installs
+        # to by default
+        if _os.environ.get('CONDA_PREFIX'):
+            prefix = _os.environ['CONDA_PREFIX']
+            append_library_dir(_os.path.join(prefix, 'bin'))
+            append_library_dir(_os.path.join(prefix, 'Lib'))
+
     # ARROW-4074: Allow for ARROW_HOME to be set to some other directory
     if _os.environ.get('ARROW_HOME'):
         append_library_dir(_os.path.join(_os.environ['ARROW_HOME'], 'lib'))