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GH-38271: [C++][Parquet] Support reading parquet files with multiple gzip members (#38272)

### What changes are included in this PR?
Adding support in GZipCodec to decompress concatenated gzip members

### Are these changes tested?
test is attached

### Are there any user-facing changes?
no

* Closes: #38271

Lead-authored-by: amassalha <amassalha@speedata.io>
Co-authored-by: Atheel Massalha <amassalha@speedata.io>
Signed-off-by: mwish <maplewish117@gmail.com>