* cpp/cmake_modules/BuildUtils.cmake:
    We need to compile sources for static and shared libraries
    separately with MinGW too. It's for ARROW_STATIC and
    PARQUET_STATIC definitions.

  * cpp/cmake_modules/FindThrift.cmake:
    Add missing ws2_32 link. We don't need this for Visual C++ because
    Thrift uses "#pragma comment(lib, "Ws2_32.lib")" in
    thrift/windows/config.h for Visual C++.

  * cpp/src/parquet/types-test.cc:
    We need to ignore deprecated-declarations warnings.

  * cpp/src/parquet/util/comparison*:
    We can't use extern template class with MinGW.
    See also: https://issues.apache.org/jira/browse/ARROW-4399

Author: Kouhei Sutou <kou@clear-code.com>

Closes #4116 from kou/cpp-parquet-mingw and squashes the following commits:

96bedfad <Kouhei Sutou> Add a comment for Thrift and MinGW
aa6b6722 <Kouhei Sutou>  Add support for Parquet in MinGW build