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ARROW-5403: [C++] Use GTest shared libraries with BUNDLED build, always use BUNDLED with MSVC

Without this change, failed assertions do not cause failed unit tests on Windows as Antoine had discovered today.

The conda-forge test package seems unusable in shared library form so I'm forcing BUNDLED builds on MSVC (if not otherwise specified) and removing the hacks in the docs and Appveyor to pass `-DGTest_SOURCE=BUNDLED`

After this change the static CRT Windows tests do not work anymore (because gtest.dll has its own copy of the static CRT, which leads to conflicts), so we will have to explore testing the static CRT build as follow up work. See ARROW-5426

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

Closes #4380 from wesm/gtest-windows-dll and squashes the following commits:

515f75b0 <Wes McKinney> Only set GTest_SOURCE to BUNDLED on MSVC if not passed explicitly
8678632d <Wes McKinney> Revert more unwanted cmake changes
c88d125d <Wes McKinney> Revert unwanted cmake-format changes
ac73ae37 <Wes McKinney> Disable static CRT build
c83c7d63 <Wes McKinney> Use gtest shared lib