BUG: Errors using pyarrow datetime types on windows

[Liam3851]

Pandas version checks

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• I have confirmed this bug exists on the main branch of pandas.

Reproducible Example

This example in the documentation fails the doc build on Windows:

import pyarrow as pa
from datetime import datetime
pa_type = pd.ArrowDtype(pa.timestamp("ns"))
ser_dt = pd.Series([datetime(2022, 1, 1), None], dtype=pa_type)
ser_dt.dt.strftime("%Y-%m")

Above raises

ArrowInvalid: Cannot locate timezone 'UTC': Timezone database not found at "C:\Users\krychd\Downloads\tzdata"

Issue Description

Pyarrow upstream appears not to properly support datetime on windows. See above behavior and open issue apache/arrow#30186.

I would usually not raise concerns about pyarrow's lack in this regard (I don't use pyarrow timestamps, just pandas ones, and have considered it experimental) but given the fact it fails the doc build and discussion in #61618 I thought I would open the issue.

Expected Behavior

Series(['2022-01', NA], dtype=pyarrow[string])

Installed Versions

In [5]: pd.show_versions()

INSTALLED VERSIONS

commit : 2cc3762
python : 3.11.12
python-bits : 64
OS : Windows
OS-release : 10
Version : 10.0.19045
machine : AMD64
processor : Intel64 Family 6 Model 158 Stepping 10, GenuineIntel
byteorder : little
LC_ALL : None
LANG : None
LOCALE : English_United States.1252

pandas : 2.3.0
numpy : 2.2.6
pytz : 2025.2
dateutil : 2.9.0.post0
pip : 25.1.1
Cython : None
sphinx : None
IPython : 9.3.0
adbc-driver-postgresql: None
adbc-driver-sqlite : None
bs4 : 4.13.4
blosc : None
bottleneck : 1.5.0
dataframe-api-compat : None
fastparquet : None
fsspec : 2025.5.1
html5lib : None
hypothesis : None
gcsfs : None
jinja2 : 3.1.6
lxml.etree : 5.4.0
matplotlib : 3.10.3
numba : 0.61.2+0.g1e70d8ceb.dirty
numexpr : 2.10.2
odfpy : None
openpyxl : 3.1.5
pandas_gbq : None
psycopg2 : None
pymysql : None
pyarrow : 19.0.1
pyreadstat : None
pytest : 8.4.1
python-calamine : None
pyxlsb : None
s3fs : 2025.5.1
scipy : 1.15.2
sqlalchemy : 2.0.41
tables : None
tabulate : 0.9.0
xarray : 2025.6.1
xlrd : None
xlsxwriter : 3.2.5
zstandard : 0.23.0
tzdata : 2025.2
qtpy : None
pyqt5 : None