Add SetUp() and TearDown() for CombineFns

I have a CombineFn that has a large amount of state that needs to be loaded once before it can add_input or merge_combiners (for example, the CombineFn might load up a large lookup table used for combining). 

Right now, to initialise this state, for each of the methods, I check if the state has already been initialised, and if not, I initialise it. It would be nice if CombineFn provided a SetUp() method that is called once to initialise this state (and a corresponding TearDown() method to clean up this state if necessary).

Imported from Jira [BEAM-3736](https://issues.apache.org/jira/browse/BEAM-3736). Original Jira may contain additional context.
Reported by: chuanyu.

Start by locating CombineFn and its add_input and merge_combiners methods. Review how state is initialized and cleaned up today, then determine the lifecycle and runner semantics needed for SetUp() and TearDown(); done means the requested hooks are specified and covered by appropriate tests.

Written by the indexing model from the issue text.