[Python] Windows wheel is built without GCS support

[yan-hic]

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

Error using latest 11.0 on Windows.
I suspect pyarrow-11.0.0-cp311-cp311-win_amd64.whl has no GCS support, and maybe others.

Component(s)

Python

[raulcd]

When we originally added GCS support it was not enabled for Windows wheels. This is the original PR: #12763
We don't enable ARROW_GCS when building Windows wheels as seen here: https://github.com/apache/arrow/blob/main/ci/scripts/python_wheel_windows_build.bat#L32-L50
See Unix wheel for reference: https://github.com/apache/arrow/blob/main/ci/scripts/python_wheel_unix_test.sh#L34

I have tried to find if there's an issue opened for it but I can't find anything. I am unsure if there's a reason for it as I am no expert on GCS but at the moment we don't build ARROW_GCS on Windows wheels.

[yan-hic]

Alright - we are using linux in prod containers, and I can use WSL for Py interpreter for dev, however, it would be good to post a disclaimer in the doc about what's not included in the Windows wheels. Feel free to close.

[westonpace]

I'm not sure the rationale either but I don't think we should close this. Let's leave it open to add support for GCS on Windows wheels. We do build GCS for our windows C++ CI tests (appveyor) so I'm not sure why it was excluded from wheels. It's possible it was just an oversight.

[raulcd]

I agree with @westonpace . I've modified the title so it is easier to find in the future. Thanks for opening the issue!