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ARROW-15959: [Java][Docs] Improve Java dev experience with IntelliJ

Update os-maven-plugin to make it work with IntelliJ, and move a test file to the proper directory. Also add some more detailed instructions.

Closes #13017 from lidavidm/arrow-15959

Authored-by: David Li <li.davidm96@gmail.com>
Signed-off-by: David Li <li.davidm96@gmail.com>