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GH-44754: [C++] Use lowercased `windows.h` to enable cross-platform builds (#44755)

### Rationale for this change

`<Windows.h>` doesn't work cross-compiling to Windows with case-sensitive file system.

### What changes are included in this PR?

Use lowercase.

### Are these changes tested?

Yes.

### Are there any user-facing changes?

No.
* GitHub Issue: #44754

Authored-by: Maarten Pronk <git@evetion.nl>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>