GH-49561: [C++][FlightRPC][ODBC] Use SQLWCHAR array for wide string literals in test suite (#49562)

### Rationale for this change
We want to use a SQLWCHAR array for wide string literal inside our test suite instead of a SQLWCHAR vector.

### What changes are included in this PR?
SQLWCHAR vector used for wide string literals are replaced with a SQLWCHAR array instead.
Columns tests were refactored to perform assertions over std::string equality rather than wide string equality.

### Are these changes tested?
Yes

### Are there any user-facing changes?
No
* GitHub Issue: #49561

Authored-by: justing-bq <62349012+justing-bq@users.noreply.github.com>
Signed-off-by: David Li <li.davidm96@gmail.com>

Author: justing-bq

cpp/src/arrow/flight/sql/odbc/odbc_impl/encoding_utils.h

@@ -31,6 +31,7 @@
 #define _SILENCE_CXX17_CODECVT_HEADER_DEPRECATION_WARNING
 
 namespace ODBC {
+using arrow::flight::sql::odbc::WcsToUtf8;
 
 // Return the number of bytes required for the conversion.
 template <typename CHAR_TYPE>
@@ -99,6 +100,24 @@ inline std::string SqlWcharToString(SQLWCHAR* wchar_msg, SQLINTEGER msg_len = SQ
   return std::string(utf8_str.begin(), utf8_str.end());
 }
 
+/// \brief Convert vector of SqlWchar to standard string
+/// \param[in] wchar_vec SqlWchar vector to convert
+/// \return wchar_vec in std::string format
+inline std::string SqlWcharToString(const std::vector<SQLWCHAR>& wchar_vec) {
+  if (wchar_vec.empty() || wchar_vec[0] == 0) {
+    return {};
+  }
+
+  auto end = std::find(wchar_vec.begin(), wchar_vec.end(), 0);
+  size_t actual_len = std::distance(wchar_vec.begin(), end);
+
+  thread_local std::vector<uint8_t> utf8_str;
+
+  WcsToUtf8((void*)wchar_vec.data(), static_cast<SQLINTEGER>(actual_len), &utf8_str);
+
+  return std::string(utf8_str.begin(), utf8_str.end());
+}
+
 inline std::string SqlStringToString(const unsigned char* sql_str,
                                      int32_t sql_str_len = SQL_NTS) {
   std::string res;