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GH-36117: [C++] Ensure creating BUILD_OUTPUT_ROOT_DIRECTORY (#36160)

### Rationale for this change

If it doesn't exist when we build arrow_bundled_dependencies.lib, "lib.exe ..." failed.

### What changes are included in this PR?

Ensure creating it in `cmake ...` phase not build phrase.

This also includes cleanup of lib.exe detection related codes but it's not related of this fix. Sorry. "file(MAKE_DIRECTORY)" is only important.

### Are these changes tested?

Yes.

### Are there any user-facing changes?

Yes.
* Closes: #36117

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