ARROW-15830: [C++] Ensure target directory exists before running Substrait generation

Author: pitrou

cpp/cmake_modules/ThirdpartyToolchain.cmake

@@ -1651,6 +1651,7 @@ macro(build_substrait)
   set(SUBSTRAIT_LOCAL_DIR ${SOURCE_DIR})
 
   set(SUBSTRAIT_CPP_DIR "${CMAKE_CURRENT_BINARY_DIR}/substrait_ep-generated")
+  file(MAKE_DIRECTORY ${SUBSTRAIT_CPP_DIR})
 
   set(SUBSTRAIT_SUPPRESSED_WARNINGS)
   if(MSVC)