Fix Coverage/Mac/Windows CI

[alamb]

Draft as I test and until I have restored the other workflows

Which issue does this PR close?

Closes #2279

Rationale for this change

The protobuf compiler, protoc needed for arrow-flight is no longer bundled with post, so we need to fix the github builders to have it

What changes are included in this PR?

1. Install protoc correctly on windows builder
2. Install protoc correctly on coverage builder (which can't use docker)

Are there any user-facing changes?

No

[codecov-commenter]

Codecov Report

Merging #2280 (737b10d) into master (b4fa47d) will decrease coverage by 0.07%.
The diff coverage is 92.72%.

❗ Current head 737b10d differs from pull request most recent head a3243c5. Consider uploading reports for the commit a3243c5 to get more accurate results

@@            Coverage Diff             @@
##           master    #2280      +/-   ##
==========================================
- Coverage   82.29%   82.21%   -0.08%     
==========================================
  Files         245      246       +1     
  Lines       62688    63367     +679     
==========================================
+ Hits        51586    52096     +510     
- Misses      11102    11271     +169     

Impacted Files	Coverage Δ
arrow-flight/src/arrow.flight.protocol.rs	0.00% <0.00%> (ø)
arrow-flight/src/sql/arrow.flight.protocol.sql.rs	0.00% <ø> (ø)
object_store/src/aws.rs	0.00% <ø> (ø)
object_store/src/azure.rs	0.00% <ø> (ø)
object_store/src/gcp.rs	0.00% <ø> (ø)
object_store/src/lib.rs	86.75% <ø> (ø)
parquet/src/column/writer/mod.rs	92.85% <42.85%> (ø)
object_store/src/path/mod.rs	90.00% <50.00%> (-0.91%)	⬇️
arrow/src/array/array_decimal.rs	90.69% <88.31%> (-0.28%)	⬇️
parquet/src/encodings/levels.rs	94.23% <92.85%> (-0.03%)	⬇️
... and 20 more

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[alamb]

Example mac run: https://github.com/apache/arrow-rs/runs/7641177466?check_suite_focus=true

Example coverage run: https://github.com/apache/arrow-rs/runs/7641178604?check_suite_focus=true

[ursabot]

Benchmark runs are scheduled for baseline = ec83638 and contender = 577a93b. 577a93b is a master commit associated with this PR. Results will be available as each benchmark for each run completes.
Conbench compare runs links:
[Skipped ⚠️ Benchmarking of arrow-rs-commits is not supported on ec2-t3-xlarge-us-east-2] ec2-t3-xlarge-us-east-2
[Skipped ⚠️ Benchmarking of arrow-rs-commits is not supported on test-mac-arm] test-mac-arm
[Skipped ⚠️ Benchmarking of arrow-rs-commits is not supported on ursa-i9-9960x] ursa-i9-9960x
[Skipped ⚠️ Benchmarking of arrow-rs-commits is not supported on ursa-thinkcentre-m75q] ursa-thinkcentre-m75q
Buildkite builds:
Supported benchmarks:
ec2-t3-xlarge-us-east-2: Supported benchmark langs: Python, R. Runs only benchmarks with cloud = True
test-mac-arm: Supported benchmark langs: C++, Python, R
ursa-i9-9960x: Supported benchmark langs: Python, R, JavaScript
ursa-thinkcentre-m75q: Supported benchmark langs: C++, Java