GH-39318: [C++][FS][Azure] Add workload identity auth configuration (#…

…39319)

### Rationale for this change
Workload identity is a useful Azure authentication method.

### What changes are included in this PR?
Implement `AzureOptions::ConfigureWorkloadIdentityCredential`

### Are these changes tested?
Added a simple test initialising a fileystem using `ConfigureWorkloadIdentityCredential`. This is not the most comprehensive test but its the same as what we agreed on for #39263. 

### Are there any user-facing changes?
Workload identity authentication is now supported. 

* Closes: #39318

Authored-by: Thomas Newton <thomas.w.newton@gmail.com>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>

cpp/src/arrow/filesystem/azurefs.cc

@@ -119,6 +119,13 @@ Status AzureOptions::ConfigureDefaultCredential(const std::string& account_name)
   return Status::OK();
 }
 
+Status AzureOptions::ConfigureWorkloadIdentityCredential(
+    const std::string& account_name) {
+  credential_kind_ = CredentialKind::kTokenCredential;
+  token_credential_ = std::make_shared<Azure::Identity::WorkloadIdentityCredential>();
+  return Status::OK();
+}
+
 Result<std::unique_ptr<Blobs::BlobServiceClient>> AzureOptions::MakeBlobServiceClient()
     const {
   switch (credential_kind_) {

cpp/src/arrow/filesystem/azurefs.h

@@ -103,6 +103,8 @@ struct ARROW_EXPORT AzureOptions {
 
   Status ConfigureDefaultCredential(const std::string& account_name);
 
+  Status ConfigureWorkloadIdentityCredential(const std::string& account_name);
+
   Status ConfigureAccountKeyCredential(const std::string& account_name,
                                        const std::string& account_key);
 

cpp/src/arrow/filesystem/azurefs_test.cc

@@ -275,7 +275,13 @@ class AzureHierarchicalNSEnv : public AzureEnvImpl<AzureHierarchicalNSEnv> {
 TEST(AzureFileSystem, InitializeFilesystemWithDefaultCredential) {
   AzureOptions options;
   ARROW_EXPECT_OK(options.ConfigureDefaultCredential("dummy-account-name"));
-  EXPECT_OK_AND_ASSIGN(auto default_credential_fs, AzureFileSystem::Make(options));
+  EXPECT_OK_AND_ASSIGN(auto fs, AzureFileSystem::Make(options));
+}
+
+TEST(AzureFileSystem, InitializeFilesystemWithWorkloadIdentityCredential) {
+  AzureOptions options;
+  ARROW_EXPECT_OK(options.ConfigureWorkloadIdentityCredential("dummy-account-name"));
+  EXPECT_OK_AND_ASSIGN(auto fs, AzureFileSystem::Make(options));
 }
 
 TEST(AzureFileSystem, OptionsCompare) {