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GH-40145: [C++][Docs] Correct the console emitter link (#40146)



### Rationale for this change
To fix the embedded link of `cmdr` in C++ development docs

### What changes are included in this PR?
The embedded link of `cmdr` is fixed.

### Are these changes tested?
Yes

### Are there any user-facing changes?
Yes

* Closes: #40145

Authored-by: Divyansh200102 <divyanshkhatri200102@gmail.com>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>