[C++] Add test for UTF-8 filenames on Windows

[HyukjinKwon]

Describe the enhancement requested

arrow/cpp/src/arrow/io/file_test.cc

Line 118 in 727106f

// TODO add a test with a valid utf-8 filename

4937d9f (ARROW-5102) added the TODO comment requesting a test with valid UTF-8 filenames

Component(s)

C++