[Archery] Add documentation for local development in archery/crossbow

[asfimport]

When working on this fix for archery crossbow https://issues.apache.org/jira/browse/ARROW-16165 I have realized that there is some lack of documentation for development on archery.

Explaining how to set up the environment, install dependencies, run tests, etcetera should be documented.

Reporter: Raúl Cumplido / @raulcd

_{Note: This issue was originally created as ARROW-16171. Please see the migration documentation for further details.}

[github-actions]

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