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ARROW-4648: [C++] Use underscores in source file names

The rule is:
- underscores in C++ source file names
- underscores in .so / .a file names
- hyphens in executable file names
- hyphens in pkgconfig file names

Closes #5069 from pitrou/ARROW-4648-use-underscores and squashes the following commits:

b82621efb <Antoine Pitrou> ARROW-4648:  Use underscores in source file names

Authored-by: Antoine Pitrou <antoine@python.org>
Signed-off-by: Antoine Pitrou <antoine@python.org>