[Flight] List all options for arrow server connection strings

When hosting a server the user you need to specify the type of connection you're creating i.e `grpc+tcp / grpc+tls / grpc`. It would be great to have some documentation in order to know if there are more options than this.

Though this may seem trivial - this confuse may confuse users who are just used to HTTP/HTTPS

As a side note - when you use HTTP/HTTPS in the scheme there is a scheme unsupported error. Does it make sense for grpc+tcp to map to HTTP and grpc+tls to HTTPS?

Start by locating the Apache Arrow Flight server connection-string documentation and reviewing the listed grpc+tcp, grpc+tls, and grpc schemes. Document all supported options and clarify whether HTTP/HTTPS schemes are unsupported or should map to the corresponding gRPC transport; completion means users can choose the correct scheme without guessing.

Written by the indexing model from the issue text.