[Docs] UDF Documentation

Document the usage of UDFs and important facts about the limitations and provide warnings to the user. 

For example:

System calls to fork, modify system attributes or runtime information and states can be harmful when executed via a UDF. 

**Reporter**: [Vibhatha Lakmal Abeykoon](https://issues.apache.org/jira/browse/ARROW-15638) / @vibhatha

_{**Note**: *This issue was originally created as [ARROW-15638](https://issues.apache.org/jira/browse/ARROW-15638). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*}

Start by reviewing the issue's UDF usage example, the stated limitations around system calls and runtime state, and the linked migration documentation. Done means the documentation explains how to use UDFs and clearly warns about their limitations and potentially harmful operations.

Written by the indexing model from the issue text.