[Docs][Python] Update and sync Win section of the developers/python page

[asfimport]

Some of the things that are missing/outdated:

• ARROW_HOME should be same as in Linux&MacOs section (only dist)

• setting of the PATH variable is not needed as Python doesn't use it anymore in the dll search path (3.8+)

• use Python 3.10

• it seems that invoking cmake in Win is case sensitive as the following

  cmake --build . --target INSTALL --config Release 

  didn't work for me and this did:

  cmake --build . --target install --config Release 

  I see the same on AppVeyor. 

  I needed to set ARROW_STATIC=OFF to make the Arrow C++ build successful and I see the same in the AppVeyor build. Not sure why this is needed, but it should also be added in the docs. 

Reporter: Alenka Frim / @AlenkaF
Assignee: Alenka Frim / @AlenkaF

PRs and other links:

• GitHub Pull Request #14350

_{Note: This issue was originally created as ARROW-17891. Please see the migration documentation for further details.}

[asfimport]

Joris Van den Bossche / @jorisvandenbossche:
Issue resolved by pull request 14350
#14350