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GH-38470: [CI][Integration] Install jpype and build JNI c-data to run integration tests (#39502)

### Rationale for this change

Integration verification tasks are currently failing on CI.

### What changes are included in this PR?

Install jpype and build JNI c-data to run integration tests

### Are these changes tested?

Yes via archery

### Are there any user-facing changes?
No

* Closes: #38470

Lead-authored-by: Raúl Cumplido <raulcumplido@gmail.com>
Co-authored-by: Sutou Kouhei <kou@clear-code.com>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>