[C++] Enable mmap option for LocalFs

[asfimport]

Reporter: Francois Saint-Jacques / @fsaintjacques
Assignee: Antoine Pitrou / @pitrou

PRs and other links:

• GitHub Pull Request #5777

_{Note: This issue was originally created as ARROW-7007. Please see the migration documentation for further details.}

[asfimport]

Wes McKinney / @wesm:
Might consider whether there is another approach to this problem. Consider how TensorFlow handles this (I think)

https://github.com/tensorflow/tensorflow/blob/master/tensorflow/core/platform/file_system.h#L95

[asfimport]

Kouhei Sutou / @kou:
Issue resolved by pull request 5777
#5777