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GH-36991: [Python][Packaging] Skip tests on Win that require a tz database (#36996)

### Rationale for this change

Some tests require a tz database, which Windows might not provide at the expected file location. Skip them if the tz db is not found.

### What changes are included in this PR?

* Tests skipped if tz db is not found

### Are these changes tested?

Yes

### Are there any user-facing changes?

No
* Closes: #36991

Authored-by: Dane Pitkin <dane@voltrondata.com>
Signed-off-by: AlenkaF <frim.alenka@gmail.com>