GH-48721: [C++] Add test for file creation with UTF-8 filenames

[HyukjinKwon]

Rationale for this change

4937d9f (ARROW-5102) added the TODO comment requesting a test with valid UTF-8 filenames. Later, the UTF-8 to UTF-16 conversion logic on Windows was introduced in commit eb23ea9 (ARROW-5648) which should fix the issue.

Essentially we should add a test for:

arrow/cpp/src/arrow/util/io_util.cc

Lines 143 to 149 in 727106f

	Result<NativePathString> StringToNative(std::string_view s) {
	#if _WIN32
	return ::arrow::util::UTF8ToWideString(s);
	#else
	return std::string(s);
	#endif
	}

(StringToNative()). This test complements existing FileNameWideCharConversionRangeException test (invalid UTF-8).

What changes are included in this PR?

This PR adds the test described above.

Are these changes tested?

Unittest was added.

Are there any user-facing changes?

No, test-only.

• GitHub Issue: [C++] Add test for file creation with UTF-8 filenames #48721

[github-actions]

⚠️ GitHub issue #48721 has been automatically assigned in GitHub to PR creator.

[HyukjinKwon]

한국어 is "Korean" in Korean FYI .. :-)..

[pitrou]

Is the emoticon Korean too? :)

[pitrou]

Thanks contributing this @HyukjinKwon . Looks good in general, just one comment.

Also, can you please trim down the PR description?

[HyukjinKwon]

I made the PR description shorter. Hopefully this one is easier to follow.

[HyukjinKwon]

Ah, it's not the related test failure.