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ARROW-4200: [C++/Python] Enable conda_env_python.yml to work on Windows, simplify python/development.rst

I also removed nomkl from conda_env_python.yml. It's sort of a developer decision whether or not they want to install the MKL -- we shouldn't force them to _not_ have it

Author: Wes McKinney <wesm+git@apache.org>

Closes #3353 from wesm/ARROW-4200 and squashes the following commits:

4849a326d <Wes McKinney> Accept bkietz suggestions
576e63b27 <Wes McKinney> Also add nomkl to python/Dockerfile
9b39e8300 <Wes McKinney> Get conda env files working on Windows, small cleaning to Python development instructions