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GH-36026: [Python] Fix ORC test segfault in the python wheel windows test (#40609)

### Rationale for this change

The pyarrow orc reader always crashes when it tries to create an internal orc reader. This is caused by failing to read tz database on the local host. This also disables windows wheel build when ARROW_ORC is turned on.

### What changes are included in this PR?

Download IANA timezone database on the test host and explicitly setting TZDIR to make the CIs happy.

### Are these changes tested?

Make sure all python wheel windows CIs pass.

### Are there any user-facing changes?

No.
* GitHub Issue: #36026

Authored-by: Gang Wu <ustcwg@gmail.com>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>