[C++] Parquet All Crypto Options Example Module cannot be compiled via MSVC

### Describe the bug, including details regarding any error messages, version, and platform.

The file `cpp/examples/parquet/parquet-arrow-example.exe.p/parquet_arrow_reader_writer.cc` makes use of the `<dirent.h>` header file, which is a POSIX header that is unavailable with MSVC.

### Component(s)

C++