[C++] Support system shared zlib

[asfimport]

Debian package recommends not static linking zlib for security reason. If we use zlib as a static library, Debian package lint reports the following error:

E: libarrow10: embedded-library usr/lib/x86_64-linux-gnu/libarrow.so.10.0.0: zlib

embedded-library error detail: https://lintian.debian.org/tags/embedded-library.html

Reporter: Kouhei Sutou / @kou
Assignee: Kouhei Sutou / @kou

PRs and other links:

• GitHub Pull Request #2483

_{Note: This issue was originally created as ARROW-3128. Please see the migration documentation for further details.}

[asfimport]

Wes McKinney / @wesm:
Issue resolved by pull request 2483
#2483