[Docs] How to run CI builds locally - Linux

**Reporter**: [Jacob Wujciak](https://issues.apache.org/jira/browse/ARROW-16364) / @assignUser

_{**Note**: *This issue was originally created as [ARROW-16364](https://issues.apache.org/jira/browse/ARROW-16364). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*}

Start with the linked ARROW-16364 issue and the migration documentation referenced in the note. Determine where the Linux CI build instructions belong and document how to run those builds locally; the work is done when the relevant local procedure is clearly recorded.

Written by the indexing model from the issue text.