[R][CI] Build and test on Windows in Appveyor



**Reporter**: [Wes McKinney](https://issues.apache.org/jira/browse/ARROW-3759) / @wesm
**Assignee**: [Neal Richardson](https://issues.apache.org/jira/browse/ARROW-3759) / @nealrichardson
#### Related issues:
- [[R] Enable package to be made available on CRAN](https://github.com/apache/arrow/issues/19549) (is depended upon by)
#### PRs and other links:
- [GitHub Pull Request #4538](https://github.com/apache/arrow/pull/4538)

<sub>**Note**: *This issue was originally created as [ARROW-3759](https://issues.apache.org/jira/browse/ARROW-3759). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*</sub>

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[R][CI] Build and test on Windows in Appveyor #20077

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[R][CI] Build and test on Windows in Appveyor #20077

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