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ARROW-15888: [Doc][Python] Modernize development instructions

Some Python development instructions are slightly outdated, update them.

Also fix a couple issues that raised some Sphinx warnings.

Closes #12596 from pitrou/ARROW-15888-py-dev-docs

Lead-authored-by: Antoine Pitrou <antoine@python.org>
Co-authored-by: Antoine Pitrou <pitrou@free.fr>
Signed-off-by: Antoine Pitrou <antoine@python.org>