ARROW-14753: [Doc] Steps in making your first PR - building C++

[AlenkaF]

Add Building C++ and PyArrow sections of the New Contributor's guide.

[github-actions]

https://issues.apache.org/jira/browse/ARROW-14753

[rok]

Just some suggestions.

[AlenkaF]

Failing build doesn't seem to be related (RStudio Package Manager error).

[pitrou]

Some suggestions below. Do you intend to fill the TODOs here or in another PR?

[jorisvandenbossche]

A very quick first pass!

[AlenkaF]

Thanks everybody for the comments!

Do you intend to fill the TODOs here or in another PR?

I wanted to do it later, but I think I gained some understanding to manage it now. In case the review will take longer as expected I would still think about putting it into a separate PR to make the process faster.

As this is harder topic to write about for me (flags and env variables) it would be great to have some suggestions!

[AlenkaF]

Added the suggestions and the TODO parts (flags, env vars and CMake presets). I think this is ready for another round of review @thisisnic @jorisvandenbossche @pitrou Thank you!

[thisisnic]

A few changes to suggest but otherwise looking good to me

[ursabot]

Benchmark runs are scheduled for baseline = 6896c6e and contender = 065b1fc. 065b1fc is a master commit associated with this PR. Results will be available as each benchmark for each run completes.
Conbench compare runs links:
[Finished ⬇️0.0% ⬆️0.0%] ec2-t3-xlarge-us-east-2
[Finished ⬇️0.0% ⬆️0.0%] ursa-i9-9960x
[Finished ⬇️0.22% ⬆️0.04%] ursa-thinkcentre-m75q
Supported benchmarks:
ec2-t3-xlarge-us-east-2: Supported benchmark langs: Python. Runs only benchmarks with cloud = True
ursa-i9-9960x: Supported benchmark langs: Python, R, JavaScript
ursa-thinkcentre-m75q: Supported benchmark langs: C++, Java