eschnett opened a new issue, #45032:
URL: https://github.com/apache/arrow/issues/45032

   ### Describe the bug, including details regarding any error messages, 
version, and platform.
   
   I want to install Arrow on Windows with the Zstd library. This fails with 
the error message
   ```
   [14:00:22] src/arrow/CMakeFiles/arrow_shared.dir/build.make:978: *** target 
pattern contains no '%'.  Stop.
   [14:00:22] make[1]: *** [CMakeFiles/Makefile2:714: 
src/arrow/CMakeFiles/arrow_shared.dir/all] Error 2
   ```
   
   This error message is caused by the following lines in the mentioned file:
   ```
   release/libarrow.dll: /workspace/destdir/lib/liblz4.dll.a
   release/libarrow.dll: 
/opt/x86_64-w64-mingw32/x86_64-w64-mingw32/sys-root/usr/local/lib/libsnappy.dll.a
   release/libarrow.dll: /workspace/destdir/lib/libz.dll.a
   release/libarrow.dll: zstd::libzstd_shared-NOTFOUND
   release/libarrow.dll: src/arrow/CMakeFiles/arrow_shared.dir/linklibs.rsp
   release/libarrow.dll: src/arrow/CMakeFiles/arrow_shared.dir/objects1.rsp
   release/libarrow.dll: src/arrow/CMakeFiles/arrow_shared.dir/link.txt
   ```
   See the `NOTFOUND` entry.
   
   See https://github.com/JuliaPackaging/Yggdrasil/pull/9801 for related 
discussion.
   
   While debugging I saw a cmake warning about a missing `IMPORTED_IMPLIB` 
declaration. Indeed, adding such a declaration fixed the issue. I made this 
change:
   ```
   --- a/cpp/cmake_modules/FindzstdAlt.cmake
   +++ b/cpp/cmake_modules/FindzstdAlt.cmake
   @@ -136,6 +136,7 @@
      endif()
      set_target_properties(${zstd_TARGET}
                            PROPERTIES IMPORTED_LOCATION "${ZSTD_LIB}"
   +                                   IMPORTED_IMPLIB 
/workspace/destdir/bin/libzstd-1.dll
                                       INTERFACE_INCLUDE_DIRECTORIES 
"${ZSTD_INCLUDE_DIR}")
      message(STATUS "Zstandard library: ${ZSTD_LIB}")
      message(STATUS "Zstandard include directory: ${ZSTD_INCLUDE_DIR}")
   ```
   
   
   ### Component(s)
   
   C++


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