Fix error with Boost::headers when building with Thrift

[RUSLoker]

Rationale for this change

When I tried to build arrow with bundled Thrift enabled with Boost installed in a system it always fails with an error like following:

Building CXX object src/parquet/CMakeFiles/parquet_objlib.dir/bloom_filter.cc.o
FAILED: src/parquet/CMakeFiles/parquet_objlib.dir/bloom_filter.cc.o
 /usr/local/bin/c++ -DARROW_HAVE_RUNTIME_AVX2 -DARROW_HAVE_RUNTIME_AVX512 -DARROW_HAVE_RUNTIME_BMI2 -DARROW_HAVE_RUNTIME_SSE4_2 -DARROW_HAVE_SSE4_2 -DARROW_WITH_TIMING_TESTS -DHAVE_INTTYPES_H -DHAVE_NETDB_H -DHAVE_NETINET_IN_H -DPARQUET_EXPORTING -DPARQUET_THRIFT_VERSION_MAJOR=0 -DPARQUET_THRIFT_VERSION_MINOR=22 -I/arrow/cpp/build/src -I/arrow/cpp/src -I/arrow/cpp/src/generated -isystem /arrow/cpp/build/xsimd_ep/src/xsimd_ep-install/include -isystem /arrow/cpp/build/rapidjson_ep/src/rapidjson_ep-install/include -isystem /arrow/cpp/build/_deps/thrift-build -isystem /arrow/cpp/build/_deps/thrift-src/lib/cpp/src -Wno-noexcept-type -Wno-self-move  -fdiagnostics-color=always  -Wall -fno-semantic-interposition -msse4.2   -O3 -O2 -ftree-vectorize  -std=c++17 -flto=auto -fno-fat-lto-objects -fPIC -MD -MT src/parquet/CMakeFiles/parquet_objlib.dir/bloom_filter.cc.o -MF src/parquet/CMakeFiles/parquet_objlib.dir/bloom_filter.cc.o.d -o src/parquet/CMakeFiles/parquet_objlib.dir/bloom_filter.cc.o -c /arrow/cpp/src/parquet/bloom_filter.cc
In file included from /arrow/cpp/build/_deps/thrift-src/lib/cpp/src/thrift/transport/TTransport.h:25,
                 from /arrow/cpp/build/_deps/thrift-src/lib/cpp/src/thrift/protocol/TProtocol.h:46,
                 from /arrow/cpp/build/_deps/thrift-src/lib/cpp/src/thrift/TBase.h:24,
                 from /arrow/cpp/src/generated/parquet_types.h:14,
                 from /arrow/cpp/src/parquet/bloom_filter.cc:26:
/arrow/cpp/build/_deps/thrift-src/lib/cpp/src/thrift/transport/TTransportException.h:23:10: fatal error: boost/numeric/conversion/cast.hpp: No such file or directory
   23 | #include <boost/numeric/conversion/cast.hpp>
      |          ^~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
compilation terminated.

As I found out it happens because the Boost::headers is not properly linked to the thrift library so it could be linked as a transitive dependency when it's built by the project .

What changes are included in this PR?

• added the headers to the ARROW_BOOST_COMPONENTS in cpp/cmake_modules/ThirdpartyToolchain.cmake;
• added linking over the Boost::headers in the build_thrift function in cpp/cmake_modules/ThirdpartyToolchain.cmake.

Are these changes tested?

Yes.

Are there any user-facing changes?

No.

[github-actions]

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[raulcd]

Thanks for the PR. We only push changes to main and if necessary cherry-pick on maintenance branches to perform new releases. Can you change the base branch on this PR? Could you also open an issue?

[RUSLoker]

I have faced this problem when I built 22.0.0. I will try it at the main branch. If there still will be such a problem I will make an issue and pr again.