After installing Arrow via vcpkg, build the library per the steps below. CMake builds the shared arrow library (.dll) and then the static arrow library (.lib). It overwrites the shared arrow.lib (exports) with the static arrow.lib. This results in multiple link/execution problems when using the vc projects to build the example projects until you realize that shared arrow needs to be rebuilt. (This took me two days.)
Also, many of the projects added with the extra -D flags (beyond ARROW_BUILD_TESTS) don't build.
"C:\Program Files (x86)\Microsoft Visual Studio\2017\Professional\Common7\Tools\VsDevCmd.bat" -arch=amd64
cmake .. -G "Visual Studio 15 2017 Win64" -DARROW_BUILD_TESTS=ON -DARROW_BUILD_EXAMPLES=ON -DARROW_PARQUET=ON -DARROW_PYTHON=ON -DCMAKE_BUILD_TYPE=Debug
cmake --build . --config Debug