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GH-43743: [CI][Docs] Ensure creating build directory (#43744)

### Rationale for this change

It's used as a volume. If it doesn't exist, `docker compose` reports an error:

    Error response from daemon: invalid mount config for type "bind": bind source path does not exist: /home/runner/work/crossbow/crossbow/build/

### What changes are included in this PR?

* Create build directory
* Move required `-v $PWD/build/:/build/` to `docs/github.linux.yml`

### Are these changes tested?

Yes.

### Are there any user-facing changes?

No.
* GitHub Issue: #43743

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