GH-32123: [R] Expose azure blob filesystem

ci/scripts/PKGBUILD

@@ -26,6 +26,7 @@ url="https://arrow.apache.org/"
 license=("Apache-2.0")
 depends=("${MINGW_PACKAGE_PREFIX}-bzip2"
          "${MINGW_PACKAGE_PREFIX}-curl" # for google-cloud-cpp bundled build
+         "${MINGW_PACKAGE_PREFIX}-libxml2" # for azure
          "${MINGW_PACKAGE_PREFIX}-libutf8proc"
          "${MINGW_PACKAGE_PREFIX}-re2"
          "${MINGW_PACKAGE_PREFIX}-snappy"
@@ -122,6 +123,7 @@ build() {
     -DARROW_PACKAGE_PREFIX="${MINGW_PREFIX}" \
     -DARROW_PARQUET=ON \
     -DARROW_S3=ON \
+    -DARROW_AZURE=OFF \
     -DARROW_SNAPPY_USE_SHARED=OFF \
     -DARROW_USE_GLOG=OFF \
     -DARROW_UTF8PROC_USE_SHARED=OFF \

ci/scripts/r_windows_build.sh

@@ -66,23 +66,23 @@ if [ -d mingw64/lib/ ]; then
   # Move the 64-bit versions of libarrow into the expected location
   mv mingw64/lib/*.a $DST_DIR/lib/x64
   # These are from https://dl.bintray.com/rtools/mingw{32,64}/
-  cp $MSYS_LIB_DIR/mingw64/lib/lib{snappy,zstd,lz4,brotli*,bz2,crypto,curl,ss*,utf8proc,re2,nghttp2}.a $DST_DIR/lib/x64
+  cp $MSYS_LIB_DIR/mingw64/lib/lib{snappy,zstd,lz4,brotli*,bz2,crypto,curl,ss*,utf8proc,re2,nghttp2,xml2}.a $DST_DIR/lib/x64
 fi
 
 # Same for the 32-bit versions
 if [ -d mingw32/lib/ ]; then
   ls $MSYS_LIB_DIR/mingw32/lib/
   mkdir -p $DST_DIR/lib/i386
   mv mingw32/lib/*.a $DST_DIR/lib/i386
-  cp $MSYS_LIB_DIR/mingw32/lib/lib{snappy,zstd,lz4,brotli*,bz2,crypto,curl,ss*,utf8proc,re2,nghttp2}.a $DST_DIR/lib/i386
+  cp $MSYS_LIB_DIR/mingw32/lib/lib{snappy,zstd,lz4,brotli*,bz2,crypto,curl,ss*,utf8proc,re2,nghttp2,xml2}.a $DST_DIR/lib/i386
 fi
 
 # Do the same also for ucrt64
 if [ -d ucrt64/lib/ ]; then
   ls $MSYS_LIB_DIR/ucrt64/lib/
   mkdir -p $DST_DIR/lib/x64-ucrt
   mv ucrt64/lib/*.a $DST_DIR/lib/x64-ucrt
-  cp $MSYS_LIB_DIR/ucrt64/lib/lib{snappy,zstd,lz4,brotli*,bz2,crypto,curl,ss*,utf8proc,re2,nghttp2}.a $DST_DIR/lib/x64-ucrt
+  cp $MSYS_LIB_DIR/ucrt64/lib/lib{snappy,zstd,lz4,brotli*,bz2,crypto,curl,ss*,utf8proc,re2,nghttp2,xml2}.a $DST_DIR/lib/x64-ucrt
 fi
 
 # Create build artifact