[Docs][Python] Update new contributors instructions to include protobuf(?)

### Describe the enhancement requested

When I try running:

```
cmake -S arrow/cpp -B arrow/cpp/build \
-DCMAKE_INSTALL_PREFIX=$ARROW_HOME \
--preset ninja-release-python
```

I get:

```
CMake Error at /usr/share/cmake-3.28/Modules/ExternalProject.cmake:2179 (file):
Error evaluating generator expression:

$

No target "protobuf::libprotoc"
Call Stack (most recent call first):
/usr/share/cmake-3.28/Modules/ExternalProject.cmake:2577 (_ep_write_log_script)
/usr/share/cmake-3.28/Modules/ExternalProject.cmake:3901:EVAL:2 (ExternalProject_Add_Step)
/usr/share/cmake-3.28/Modules/ExternalProject.cmake:3901 (cmake_language)
/usr/share/cmake-3.28/Modules/ExternalProject.cmake:4421 (_ep_add_configure_command)
cmake_modules/ThirdpartyToolchain.cmake:4780 (externalproject_add)
cmake_modules/ThirdpartyToolchain.cmake:207 (build_orc)
cmake_modules/ThirdpartyToolchain.cmake:304 (build_dependency)
cmake_modules/ThirdpartyToolchain.cmake:4822 (resolve_dependency)
CMakeLists.txt:511 (include)

CMake Error at /usr/share/cmake-3.28/Modules/ExternalProject.cmake:2179 (file):
Error evaluating generator expression:

$

No target "protobuf::libprotoc"
Call Stack (most recent call first):
/usr/share/cmake-3.28/Modules/ExternalProject.cmake:2577 (_ep_write_log_script)
/usr/share/cmake-3.28/Modules/ExternalProject.cmake:3901:EVAL:2 (ExternalProject_Add_Step)
/usr/share/cmake-3.28/Modules/ExternalProject.cmake:3901 (cmake_language)
/usr/share/cmake-3.28/Modules/ExternalProject.cmake:4421 (_ep_add_configure_command)
cmake_modules/ThirdpartyToolchain.cmake:4780 (externalproject_add)
cmake_modules/ThirdpartyToolchain.cmake:207 (build_orc)
cmake_modules/ThirdpartyToolchain.cmake:304 (build_dependency)
cmake_modules/ThirdpartyToolchain.cmake:4822 (resolve_dependency)
CMakeLists.txt:511 (include)
```

Instructions may need updating to install protobuf maybe?

### Component(s)

Documentation