Implement CloseSession in `arrow-flight`

We need a mechanism for notification of a client closing a session in `arrow-flight`.

There is a proposal on how to do this: https://arrow.apache.org/docs/format/FlightSql.html#flight-server-session-management

The only alternative is for users to implement this themselves, it would be much better to have it be in the library.

See this issue for context: https://github.com/apache/arrow-flight-sql-postgresql/issues/13

Start by reading the Flight SQL server session management proposal and the linked arrow-flight-sql-postgresql issue for the intended CloseSession behavior. Then trace the existing arrow-flight session and client/server entry points; done should mean the library exposes a defined notification mechanism for a client closing a session.

Written by the indexing model from the issue text.