arrow

GH-41463: [C++] Skip TestConcurrentFillFromScalar for platforms without threading support (#41461)



### Rationale for this change

See #41463 and https://github.com/apache/arrow/pull/40237#issuecomment-2084577090

### What changes are included in this PR?

Skip test for platforms that have no threading support.

### Are these changes tested?

Change is test.

### Are there any user-facing changes?

None.

* GitHub Issue: #41463

Authored-by: Ruoxi Sun <zanmato1984@gmail.com>
Signed-off-by: Joris Van den Bossche <jorisvandenbossche@gmail.com>