[Doc] Document docker compose setup

Introduced by https://github.com/apache/arrow/pull/2572

**Reporter**: [Krisztian Szucs](https://issues.apache.org/jira/browse/ARROW-3364) / @kszucs
**Assignee**: [Francois Saint-Jacques](https://issues.apache.org/jira/browse/ARROW-3364) / @fsaintjacques
#### Related issues:
- [[Doc] Move Confluence Wiki pages to the Sphinx docs](https://github.com/apache/arrow/issues/20988) (is blocked by)
#### PRs and other links:
- [GitHub Pull Request #3882](https://github.com/apache/arrow/pull/3882)

<sub>**Note**: *This issue was originally created as [ARROW-3364](https://issues.apache.org/jira/browse/ARROW-3364). Please see the [migration documentation](https://github.com/apache/arrow/issues/14542) for further details.*</sub>

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[Doc] Document docker compose setup #19695

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