[C++][Docs] Create installation instructional documentation in Sphinx

As per , we need an article which describes the installation of Arrow, via system package managers, project package managers, and the use of a CMake external project. Such documentation needs to include basic caveats if they exist for given methods, but does not need to function as a full tutorial for, say, the use of Homebrew.

**Reporter**: [Kae Suarez](https://issues.apache.org/jira/browse/ARROW-17375) / @ksuarez1423
#### Related issues:
- [[C++][Docs] Provide more complete linking/CMake project example](https://github.com/apache/arrow/issues/31620) (is related to)

_{**Note**: *This issue was originally created as [ARROW-17375](https://issues.apache.org/jira/browse/ARROW-17375). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*}

Start by reading the linked Google document for the requested scope and the related issue about a complete linking/CMake project example. Create a Sphinx article covering Arrow installation through system package managers, project package managers, and a CMake external project, including basic method-specific caveats without becoming a full tool tutorial.

Written by the indexing model from the issue text.