[Archery] Add documentation for local development in archery/crossbow

When working on this fix for archery crossbow https://issues.apache.org/jira/browse/ARROW-16165 I have realized that there is some lack of documentation for development on archery.

Explaining how to set up the environment, install dependencies, run tests, etcetera should be documented.

**Reporter**: [Raúl Cumplido](https://issues.apache.org/jira/browse/ARROW-16171) / @raulcd

_{**Note**: *This issue was originally created as [ARROW-16171](https://issues.apache.org/jira/browse/ARROW-16171). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*}

Start by locating the archery/crossbow development documentation and the existing setup, dependency-installation, and test entry points. Document how to prepare the environment, install dependencies, and run tests; the work is done when a developer can follow the documentation to set up and test archery/crossbow locally.

Written by the indexing model from the issue text.