[C++][Python] Include UDFOptions

[asfimport]

In the first stage of the development, we do not support function options to be taken from Python UDFs. But this is a feature that is required for advanced users. 

Reporter: Vibhatha Lakmal Abeykoon / @vibhatha

_{Note: This issue was originally created as ARROW-16041. Please see the migration documentation for further details.}

[asfimport]

Todd Farmer / @toddfarmer:
This issue was last updated over 90 days ago, which may be an indication it is no longer being actively worked. To better reflect the current state, the issue is being unassigned. Please feel free to re-take assignment of the issue if it is being actively worked, or if you plan to start that work soon.

[asfimport]

Vibhatha Lakmal Abeykoon / @vibhatha:
@toddfarmer  thanks for noting this. The main task is assigned to me. This is one sub-task of main task which is pending. 

I am re-assigning this task to me. 

[asfimport]

Apache Arrow JIRA Bot:
This issue was last updated over 90 days ago, which may be an indication it is no longer being actively worked. To better reflect the current state, the issue is being unassigned per project policy. Please feel free to re-take assignment of the issue if it is being actively worked, or if you plan to start that work soon.