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ARROW-15667: [R] Test development build with ARROW_BUILD_STATIC=OFF

I found that on Windows, the build would fail if `ARROW_BUILD_STATIC=OFF`, even though it was supposed to be using shared libraries.

To make things simpler, I changed `configure.win` to just use the pkg-config files. This works for dynamic libraries. However, if you try to do a static-only build, it fails. I started to look into why, but am feeling exhausted debugging linking errors. 😩  At the very least, I think this change means if someone fixes the pkg-config file to support static linking, then the R static-only build should (hopefully) be fixed automatically.

Closes #12406 from wjones127/ARROW-15667-windows-shared-lib

Authored-by: Will Jones <willjones127@gmail.com>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>