Instead of using global flags, try to handle header conflict on flight's cmake

Author: raulcd

ci/scripts/python_wheel_windows_build.bat

@@ -71,7 +71,7 @@ cmake ^
     -DARROW_BUILD_TESTS=OFF ^
     -DARROW_COMPUTE=ON ^
     -DARROW_CSV=ON ^
-    -DARROW_CXXFLAGS="/MP /DNOMINMAX /FI\"winsock2.h\" /FI\"ws2tcpip.h\"" ^
+    -DARROW_CXXFLAGS="/MP" ^
     -DARROW_DATASET=%ARROW_DATASET% ^
     -DARROW_DEPENDENCY_SOURCE=VCPKG ^
     -DARROW_DEPENDENCY_USE_SHARED=OFF ^

cpp/src/arrow/flight/CMakeLists.txt

@@ -231,6 +231,15 @@ foreach(LIB_TARGET ${ARROW_FLIGHT_LIBRARIES})
   target_compile_definitions(${LIB_TARGET} PRIVATE ARROW_FLIGHT_EXPORTING)
 endforeach()
 
+# Handle Unity build header conflicts on Windows
+if(CMAKE_UNITY_BUILD AND WIN32)
+  foreach(LIB_TARGET ${ARROW_FLIGHT_LIBRARIES})
+    target_compile_options(${LIB_TARGET}
+                           PRIVATE "$<$<CXX_COMPILER_ID:MSVC>:/FI\"winsock2.h\">"
+                                   "$<$<CXX_COMPILER_ID:MSVC>:/FI\"ws2tcpip.h\">")
+  endforeach()
+endif()
+
 # Define arrow_flight_testing library
 if(ARROW_TESTING)
   if(ARROW_BUILD_SHARED AND ARROW_BUILD_STATIC)