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GH-35403: [Docs] Support sphinx 6 for building the docs (#36296)

### What changes are included in this PR?

Enable the docs to be built with sphinx 6.x.
- Update the pin in the `requirements.txt`
- Add `sphinxcontrib.jquery` to include jQuery which is used in the dropdown.

### Are these changes tested?

The Sphinx version update and the dropdown are tested locally.

### Are there any user-facing changes?

No.

* Closes: #35403

Lead-authored-by: AlenkaF <frim.alenka@gmail.com>
Co-authored-by: Joris Van den Bossche <jorisvandenbossche@gmail.com>
Signed-off-by: Joris Van den Bossche <jorisvandenbossche@gmail.com>