Port ZSTD-JNI support to 1.10.x brach

I hear the need to port the zstd-jni support to 1.10.x because of easiness to use ZSTD.

cc `[~dbtsai]`

**Reporter**: [Xinli Shang](https://issues.apache.org/jira/secure/ViewProfile.jspa?name=shangx@uber.com) / @shangxinli
**Assignee**: [Xinli Shang](https://issues.apache.org/jira/secure/ViewProfile.jspa?name=shangx@uber.com) / @shangxinli
#### Related issues:
- [Replace Hadoop ZSTD with JNI-ZSTD](https://github.com/apache/parquet-java/issues/2494) (Blocked)
#### PRs and other links:
- [PR-797](https://github.com/apache/parquet-mr/pull/797)

_{**Note**: *This issue was originally created as [PARQUET-1876](https://issues.apache.org/jira/browse/PARQUET-1876). Please see the [migration documentation](https://issues.apache.org/jira/browse/PARQUET-2502) for further details.*}

The issue identifies zstd-jni support and the 1.10.x branch as the scope, but names no files or tests. First verify the current zstd-jni implementation and the target branch, then determine the affected tests. Done means the support is ported and its tests pass.

Written by the indexing model from the issue text.