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ARROW-17172: [C++][Python] test_cython_api fails on windows (#14133)

Tis PR adds `CONDA_DLL_SEARCH_MODIFICATION_ENABLE=1` to the AppVeyor setup to make `test_cython.py` succeed as the extension module being built fails loading in a subprocess otherwise.

Lead-authored-by: Alenka Frim <frim.alenka@gmail.com>
Co-authored-by: Alenka Frim <AlenkaF@users.noreply.github.com>
Signed-off-by: Alenka Frim <frim.alenka@gmail.com>