[C++][Python] DLPack implementation for Arrow Arrays (consuming)

[AlenkaF]

Describe the enhancement requested

As the work on the DLPack (producer) implementation on Arrow Arrays is finalised (#33984) we could think about doing the consuming part of the protocol to be able to import tensors through the DLPack protocol from libraries that support it.

One use case could be returning the data back to Arrow after processing it with PyTorch.

Component(s)

C++