arrow

GH-31809: [Docs] Add instructions on how to collect the produced telemetry data (#33873)

### Rationale for this change

The codebase has been partially implemented with the OpenTelemetry SDK and it would be beneficial for users to have a concise guide on how to get started collecting and visualizing tracing data.

### What changes are included in this PR?

This is an initial draft for review of an addition to the [C++ User Guide](https://arrow.apache.org/docs/dev/cpp/user_guide.html) as mentioned in https://github.com/apache/arrow/issues/31809#issuecomment-1378097635.

### Are these changes tested?

These changes have been tested locally by building the docs and verifying.

### Are there any user-facing changes?

Yes, but just documentation changes.
* Closes: #31809

Lead-authored-by: Bryce Mecum <petridish@gmail.com>
Co-authored-by: Matthijs Brobbel <m1brobbel@gmail.com>
Signed-off-by: David Li <li.davidm96@gmail.com>