[C++] Display summary at the end of CMake configuration

Some third-party projects like Thrift display a nice and useful summary of the build configuration at the end of the CMake configuration run:
https://ci.appveyor.com/project/pitrou/arrow/build/job/mgi68rvk0u5jf2s4?fullLog=true#L2325

It may be good to have a similar thing in Arrow as well. Bonus points if, for each configuration item, it says which CMake variable can be used to influence it.

Something like:

-- Build ZSTD support:             ON  [change using ARROW_WITH_ZSTD]
-- Build BZ2 support:              OFF [change using ARROW_WITH_BZ2]