ARROW-15951: [CI][Python] "Test wheel" step successful despite test e…

…rror

With no explicit exit code `exit /b` returns 0. This made the the step never fail.
The failing test is only for demonstration and will of course be removed prior to merging this PR.
I also checked that the same issue isn't happening anywhere else.

Closes apache#12844 from assignUser/ARROW-15951-make-ci-fail

Authored-by: Jacob Wujciak-Jens <[email protected]>
Signed-off-by: Krisztián Szűcs <[email protected]>

ci/scripts/python_wheel_windows_test.bat

@@ -35,21 +35,21 @@ set ARROW_TEST_DATA=C:\arrow\testing\data
 set PARQUET_TEST_DATA=C:\arrow\submodules\parquet-testing\data
 
 @REM Install testing dependencies
-pip install -r C:\arrow\python\requirements-wheel-test.txt || exit /B
+pip install -r C:\arrow\python\requirements-wheel-test.txt || exit /B 1
 
 @REM Install the built wheels
-python -m pip install --no-index --find-links=C:\arrow\python\dist\ pyarrow || exit /B
+python -m pip install --no-index --find-links=C:\arrow\python\dist\ pyarrow || exit /B 1 
 
 @REM Test that the modules are importable
-python -c "import pyarrow" || exit /B
-python -c "import pyarrow._hdfs" || exit /B
-python -c "import pyarrow._s3fs" || exit /B
-python -c "import pyarrow.csv" || exit /B
-python -c "import pyarrow.dataset" || exit /B
-python -c "import pyarrow.flight" || exit /B
-python -c "import pyarrow.fs" || exit /B
-python -c "import pyarrow.json" || exit /B
-python -c "import pyarrow.parquet" || exit /B
+python -c "import pyarrow" || exit /B 1
+python -c "import pyarrow._hdfs" || exit /B 1 
+python -c "import pyarrow._s3fs" || exit /B 1
+python -c "import pyarrow.csv" || exit /B 1
+python -c "import pyarrow.dataset" || exit /B 1
+python -c "import pyarrow.flight" || exit /B 1
+python -c "import pyarrow.fs" || exit /B 1
+python -c "import pyarrow.json" || exit /B 1
+python -c "import pyarrow.parquet" || exit /B 1
 
 @REM Execute unittest
-pytest -r s --pyargs pyarrow || exit /B
+pytest -r s --pyargs pyarrow || exit /B 1