Build fixes for Windows ARM32 desktop build (#18752)

### Description
Fix a link error:

```
onnxruntime_common.lib(cpuid_info.obj) : error LNK2019: unresolved external symbol __imp_RegGetValueA referenced in function "privat
e: void __cdecl onnxruntime::CPUIDInfo::ArmWindowsInit(void)" (?ArmWindowsInit@CPUIDInfo@onnxruntime@@AAAXXZ) [C:\Users\snnn\src\on
nxruntime\build\ARM32\RelWithDebInfo\onnx_test_runner.vcxproj]
onnxruntime_common.lib(telemetry.cc.obj) : error LNK2019: unresolved external symbol __imp_EventRegister referenced in function "pub
lic: __cdecl onnxruntime::WindowsTelemetry::WindowsTelemetry(void)" (??0WindowsTelemetry@onnxruntime@@qaa@XZ) [C:\Users\snnn\src\on
nxruntime\build\ARM32\RelWithDebInfo\onnx_test_runner.vcxproj]
onnxruntime_common.lib(telemetry.cc.obj) : error LNK2019: unresolved external symbol __imp_EventUnregister referenced in function "p
ublic: virtual __cdecl onnxruntime::WindowsTelemetry::~WindowsTelemetry(void)" (??1WindowsTelemetry@onnxruntime@@uaa@XZ) [C:\Users\y
ilyu\src\onnxruntime\build\ARM32\RelWithDebInfo\onnx_test_runner.vcxproj]
onnxruntime_common.lib(telemetry.cc.obj) : error LNK2019: unresolved external symbol __imp_EventSetInformation referenced in functio
n "public: __cdecl onnxruntime::WindowsTelemetry::WindowsTelemetry(void)" (??0WindowsTelemetry@onnxruntime@@qaa@XZ) [C:\Users\snnn\
src\onnxruntime\build\ARM32\RelWithDebInfo\onnx_test_runner.vcxproj]
onnxruntime_common.lib(telemetry.cc.obj) : error LNK2019: unresolved external symbol __imp_EventWriteTransfer referenced in function
_tlgWriteTransfer_EventWriteTransfer [C:\Users\snnn\src\onnxruntime\build\ARM32\RelWithDebInfo\onnx_test_runner.vcxproj]
C:\Users\snnn\src\onnxruntime\build\ARM32\RelWithDebInfo\RelWithDebInfo\onnx_test_runner.exe : fatal error LNK1120: 5 unresolved ex
ternals [C:\Users\snnn\src\onnxruntime\build\ARM32\RelWithDebInfo\onnx_test_runner.vcxproj]

```

cmake/CMakeLists.txt

@@ -1587,6 +1587,13 @@ set(VERSION_STRING       "Internal Build" CACHE STRING "String representation of
 if (WIN32)
   list(APPEND onnxruntime_EXTERNAL_LIBRARIES ${SYS_PATH_LIB})
   list(APPEND onnxruntime_EXTERNAL_LIBRARIES debug Dbghelp)
+  # In a onecore build the umbrella libs already contains references to the APIs in advapi32, so in onecore build we do not need to link to advapi32
+  # In a non-onecore build, usually we also do not need to link to advapi32 because VC++ by default should have provide everything we need, except when the build target is Windows ARM32.
+  # In the future we will add a build option to allow users disabling all API uses from advapi32 because some Windows environments do not have these APIs. For example, some Windows do not have
+  # Windows Registry so we cannot query Registry values.
+  if(onnxruntime_target_platform STREQUAL "ARM" AND CMAKE_CXX_STANDARD_LIBRARIES MATCHES kernel32.lib)
+    list(APPEND onnxruntime_EXTERNAL_LIBRARIES advapi32)
+  endif()
 else()
   list(APPEND onnxruntime_EXTERNAL_LIBRARIES nsync::nsync_cpp)
   list(APPEND onnxruntime_EXTERNAL_LIBRARIES ${ICONV_LIB} ${CMAKE_DL_LIBS} Threads::Threads)

onnxruntime/core/common/cpuid_info.cc

@@ -183,7 +183,8 @@ void CPUIDInfo::ArmLinuxInit() {
 #elif defined(_WIN32)
 
 void CPUIDInfo::ArmWindowsInit() {
-
+// ARM32 certainly doesn't have fp16, so we will skip the logic to avoid using RegGetValueA Windows API
+#ifndef _M_ARM
 #pragma region Application Family or OneCore Family
 #if WINAPI_FAMILY_PARTITION(WINAPI_PARTITION_APP | WINAPI_PARTITION_SYSTEM)
   // Read MIDR from windows registry
@@ -270,6 +271,9 @@ void CPUIDInfo::ArmWindowsInit() {
 #endif /* Application Family or OneCore Family */
 
   has_arm_neon_dot_ = (IsProcessorFeaturePresent(PF_ARM_V82_DP_INSTRUCTIONS_AVAILABLE) != 0);
+#else
+  has_arm_neon_dot_ = false;
+#endif
   has_fp16_ |= has_arm_neon_dot_;
   /* TODO: implement them when hw+sw is available for testing these features */
   has_arm_neon_i8mm_ = false;