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GH-43998: [C++][Docs] Add missing install command in building docs (#44000)

### Rationale for this change

We need to install to use built Arrow C++ in our application.

### What changes are included in this PR?

Add an install command line for each build command lines.

### Are these changes tested?

Yes.

### Are there any user-facing changes?

Yes.
* GitHub Issue: #43998

Authored-by: Sutou Kouhei <kou@clear-code.com>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>