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ARROW-841: [Python] Add pyarrow build to Appveyor

Author: Wes McKinney <wes.mckinney@twosigma.com>

Closes #566 from wesm/ARROW-841 and squashes the following commits:

4a04d57 [Wes McKinney] Set CMP0054 policy also in python/CMakeLists.txt
d2b4ffb [Wes McKinney] install cython
695e9b3 [Wes McKinney] Fix directory
36ad9e2 [Wes McKinney] Another fix for compiler id check
ba31cf5 [Wes McKinney] typo
7c32abb [Wes McKinney] Set CMP0054 policy
d27563f [Wes McKinney] Fix for CMP0054
ee883d8 [Wes McKinney] Exit early on failure of things
ac903db [Wes McKinney] Fix cmake warning
949558a [Wes McKinney] Remove conda list
54fbd48 [Wes McKinney] Add directory
86f91d2 [Wes McKinney] Write msvc build script that builds pyarrow