[Flight] Demonstrate enabling compression in Flight

For instance see this StackOverflow question: https://stackoverflow.com/questions/71802355/possible-ways-to-compress-apache-arrow-recordbatch/71802541#71802541

Start by reading the linked Stack Overflow question and locating the Apache Arrow Flight examples or documentation in this cookbook. Done means the cookbook demonstrates how to enable compression in Flight, but the issue does not name a file or test to run.

Written by the indexing model from the issue text.