test: Skip tests on Win that require a tz database

See apache/arrow#36996

tests/utils/test_utils.py

@@ -1,5 +1,6 @@
 import io
 import json
+import sys
 import warnings
 
 import numpy as np
@@ -121,7 +122,10 @@ def test_sanitize_dataframe_arrow_columns():
 
 
 @pytest.mark.skipif(pa is None, reason="pyarrow not installed")
-def test_sanitize_pyarrow_table_columns():
+@pytest.mark.skipif(
+    sys.platform == "win32", reason="Timezone database is not installed on Windows"
+)
+def test_sanitize_pyarrow_table_columns() -> None:
     # create a dataframe with various types
     df = pd.DataFrame(
         {