arrow

GH-36886: [C++] Configure `azurite` in preparation for testing Azure C++ filesystem (#36988)



### Rationale for this change
We need to write tests for https://github.com/apache/arrow/issues/18014. azurite is like a fake Azure blob storage so it can be used to write integration tests

### What changes are included in this PR?
Extract the `azurite` related changes from https://github.com/apache/arrow/pull/12914 to create a smaller PR that's easier to review. I have made very minimal changes compared to that PR. 

Currently `azurite` is configured for all the environments where `ARROW_AZURE` was enabled by https://github.com/apache/arrow/pull/35701. I assume its deliberate that its not enabled yet for windows, alpine, conda, debian or fedora builds. 

### Are these changes tested?
Its tested by there aren't really any good tests in this PR. I used this `azurite` config in https://github.com/apache/arrow/pull/36835 to make an integration test that uses the Azure C++ SDK. On its own we can't really write tests for this `azurite` setup PR. 

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

* Closes: #36886

Lead-authored-by: Thomas Newton <thomas.w.newton@gmail.com>
Co-authored-by: Sutou Kouhei <kou@cozmixng.org>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>