wjones127 commented on a change in pull request #12536:
URL: https://github.com/apache/arrow/pull/12536#discussion_r836655317



##########
File path: ci/appveyor-cpp-setup.bat
##########
@@ -115,3 +115,17 @@ powershell.exe -Command "Start-Process clcache-server" || 
exit /B
 if "%ARROW_S3%" == "ON" (
     appveyor DownloadFile 
https://dl.min.io/server/minio/release/windows-amd64/minio.exe -FileName 
C:\Windows\Minio.exe || exit /B
 )
+
+
+@rem
+@rem Download IANA Timezone Database for unit tests
+@rem
+@rem (Doc section: Download timezone database)
+curl https://data.iana.org/time-zones/releases/tzdata2021e.tar.gz --output 
tzdata.tar.gz

Review comment:
       Ah got it. We'll address in the follow up PR where we'll have PyArrow 
use tzdb. For now the python timestamp tests are skipped on Windows 
https://github.com/apache/arrow/blob/d327f694d7cd6b5919fe1df7d9dea6e7ebef03e1/python/pyarrow/tests/test_compute.py#L1915-L1917




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