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ARROW-11677: [C++][Docs] Add basic C++ datasets documentation

This is mostly based on the Python documentation. This also adds a new C++ example to accompany the documentation.

Closes #9810 from lidavidm/arrow-11677

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