[CI] Upgrade to latest setup-python action #32274
Description
We are inconsistently using old versions (v1, v2 and v3) for setup-python. This ticket aim is to upgrade them all to the latest v4.
Reporter: Raúl Cumplido / @raulcd
Assignee: Raúl Cumplido / @raulcd
PRs and other links:
Note: This issue was originally created as ARROW-16955. Please see the migration documentation for further details.