[Doc][C++] Document threading model

[asfimport]

We should document the threading model that the C++ implementation uses (and reference these docs from the python/r docs).

In particular, we can explain the CPU thread pool and the I/O thread pool, the differences between them, and the various controls for configuring these things.

Reporter: Weston Pace / @westonpace
Assignee: Weston Pace / @westonpace

Related issues:

• [Doc][R] Link to the documented threading model (Blocked)

PRs and other links:

• GitHub Pull Request #12670

_{Note: This issue was originally created as ARROW-14702. Please see the migration documentation for further details.}

[asfimport]

Antoine Pitrou / @pitrou:
Issue resolved by pull request 12670
#12670