improve the builtin udf documents for those who want to implement a complex one

> @aceforeverd
> 1. I want to introduce a modern C++ json parsing library, it is [nlohmann_json](https://github.com/nlohmann/json)
> 2. When I wrote the get_json_object function, I followed the specifications of the [openmldb document](https://openmldb.ai/docs/zh/v0.4/developer/built_in_function_develop_guide.html). There is no mention of the need to re-open a udf_xx.cc, and there is no guide for introducing third-party packages. I think these guides should be added to the document.
> 3. In response to what you said, I will try my best to modify it. I also think it is better to put the json function in another udf_json.cc file

> _Originally posted by @hezhaozhao-git in https://github.com/4paradigm/OpenMLDB/issues/1694#issuecomment-1105978747_

here comes two possible improvement:
1. when should necessary to add third-party lib
2. when should create a separate `udf_.cc` file

Look at the existing built-in function development guide (linked in the issue) and the udf source files (like udf_xx.cc) to understand the current structure. Identify where third-party libraries are integrated and when a new udf_.cc file is created. The goal is to add clear documentation sections on these two points.

Written by the indexing model from the issue text.