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GH-43418: [CI] Add wheels and java-jars to vcpkg group for tasks (#43419)

### Rationale for this change

Grouping the vcpkg related tasks for CI purposes.

### What changes are included in this PR?

Adding missing vcpkg jobs to the vcpkg group

### Are these changes tested?

I will trigger CI to validate those are run

### Are there any user-facing changes?

No
* GitHub Issue: #43418

Authored-by: Raúl Cumplido <raulcumplido@gmail.com>
Signed-off-by: Jacob Wujciak-Jens <jacob@wujciak.de>