[C++][Docs] Update build document to follow new CMake package

[asfimport]

This is a follow-up of ARROW-12175.

https://github.com/apache/arrow/blob/master/docs/source/cpp/build_system.rst should be updated.

Reporter: Kouhei Sutou / @kou
Assignee: Raúl Cumplido / @raulcd

Related issues:

• [C++][Python] CMake cannot find Arrow/Arrow Python when building PyArrow (fixes)
• [C++][Python][Docs] Provide instructions for "fixing" build environment issues (relates to)

PRs and other links:

• GitHub Pull Request #14097

_{Note: This issue was originally created as ARROW-17575. Please see the migration documentation for further details.}

[asfimport]

Raúl Cumplido / @raulcd:
Copy&pasting a comment from GitHub to remember things to add related to this JIRA.

#14045 (comment)

Github Comment:
We recommend {}Arrow::arrow_shared{}. So this change is preferred.
FYI: Users can still use arrow_shared with CMake 3.18 or later for backward compatibility.
See also: https://github.com/apache/arrow/blob/master/cpp/src/arrow/ArrowConfig.cmake.in#L110-L121

BTW, we have a Jira issue to update this document: ARROW-17575
If you take over this, I'm very happy!

Here are some notes for the new our CMake packages:

• Users can use {}find_package(Arrow){}, find_package(Parquet) and so on as usual but can't use COMPONENTS like find_package(Arrow COMPONENTS parquet)
  • The old our CMake packages just ignore {}COMPONENTS{}.
• Arrow::arrow_shared is recommended than arrow_shared
• CMAKE_PREFIX_PATH not PKG_CONFIG_PATH should be used to find Apache Arrow C++ that isn't installed to the system location such as /usr
  • The old our CMake packages also uses PKG_CONFIG_PATH ({}.pc{} can be used to find the Arrow CMake package)

[asfimport]

Kouhei Sutou / @kou:
Issue resolved by pull request 14097
#14097