[Julia][Integration] Implement integration testing for Julia

[asfimport]

Since the Julia implementation claims to support the IPC protocol, it would good to include it in integration testing to ensure cross-implementation compatibility.

You can take a look at https://arrow.apache.org/docs/format/Integration.html for basics of integration testing, but feel free to ask any question.

Reporter: Antoine Pitrou / @pitrou

_{Note: This issue was originally created as ARROW-11584. Please see the migration documentation for further details.}

[asfimport]

Antoine Pitrou / @pitrou:
cc @quinnj

[github-actions]

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