Improve integration testing docs

[alamb]

Which issue does this PR close?

Re #1398

Rationale for this change

It took me a while to sort out how to run the integration test so I figured I would encode some of that knowledge in docs to assist myself (or others) in the future

What changes are included in this PR?

Update developer docs

Are there any user-facing changes?

No

[codecov-commenter]

Codecov Report

Merging #1403 (73ea01a) into master (2bca71e) will increase coverage by 0.00%.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master    #1403   +/-   ##
=======================================
  Coverage   83.12%   83.13%           
=======================================
  Files         181      181           
  Lines       53329    53329           
=======================================
+ Hits        44328    44333    +5     
+ Misses       9001     8996    -5     

Impacted Files	Coverage Δ
...-testing/src/bin/flight-test-integration-client.rs	0.00% <ø> (ø)
parquet/src/encodings/encoding.rs	93.71% <0.00%> (+0.19%)	⬆️
arrow/src/array/transform/mod.rs	86.43% <0.00%> (+0.22%)	⬆️
parquet_derive/src/parquet_field.rs	66.43% <0.00%> (+0.45%)	⬆️

---

Continue to review full report at Codecov.

Legend - Click here to learn more
Δ = absolute <relative> (impact), ø = not affected, ? = missing data
Powered by Codecov. Last update 2bca71e...73ea01a. Read the comment docs.

[liukun4515]

Thanks for the guidance, and we can run the IT test easier.

[alamb]

driveby cleanup

[sunchao]

LGTM, this will be very useful