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ARROW-9874: [C++] Add sink-owning version of IPC writers

Also rename `New(File|Stream)Writer` to `Make(File|Stream)Writer`

Closes #8084 from pitrou/ARROW-9874-make-writer

Authored-by: Antoine Pitrou <antoine@python.org>
Signed-off-by: Antoine Pitrou <antoine@python.org>