[C++] Move Azure filesystem and Azure SDK to its own libarrow_azure.so library #55258

Describe the enhancement requested

Similar to the work we did for Arrow S3 and GCS here:

• GH-40343: [C++] Move S3FileSystem to the registry #41559
• GH-54902: [C++] Move GCS and google-cloud-cpp to its own libarrow_gcs.so #54905

and the issues:

• [C++] Move S3 to its own shared library #50194
• [C++] Move GCS and google-cloud-cpp to its own libarrow_gcs.so #54902

We should allow Azure to be added to the filesystem registry and move to its own libarrow_azure.so

Component(s)

C++