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ARROW-3988: [C++] Do not build unit tests by default, fix building Gandiva unit tests when ARROW_BUILD_TESTS=OFF

I found while working on this that disabling `ARROW_GANDIVA_BUILD_TESTS` would break the build -- I think this was caused by some other changes I made. We should remove that option and instead use the new modular build targets and invoke unit tests using labels. So we would write

```
ninja gandiva  # this will build all libraries and unit tests when ARROW_BUILD_TESTS=ON
ctest -L gandiva
```

Author: Wes McKinney <wesm+git@apache.org>

Closes #3156 from wesm/ARROW-3988 and squashes the following commits:

0420f9ed0 <Wes McKinney> Remove arrow::PrimitiveBuilder from builder.rst for now because of Sphinx warning
f8a33a5aa <Wes McKinney> Fix gandiva test flag
c4893534c <Wes McKinney> Add ARROW_BUILD_TESTS to appveyor-cpp-test-cmake-script.bat
5c6a33271 <Wes McKinney> Do not build unit tests by default, fix building Gandiva unit tests when ARROW_BUILD_TESTS=OFF