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ARROW-5113: [C++] Fix DoPut with dictionary arrays, add tests

Also fix an error where C++ Flight failed receiving 0-sized batches.

Author: Antoine Pitrou <antoine@python.org>

Closes #4319 from pitrou/ARROW-5113-flight-doput-tests and squashes the following commits:

191e008dc <Antoine Pitrou> ARROW-5102:  Fix DoPut with dictionary arrays, add tests