[Tools][Docs] Add instructions on how to collect the produced telemetry data

[asfimport]

With the ongoing efforts to produce telemetry data in the engine, it might be helpful to collect some notes from the landed PRs about how to collect the telemetry data using the otel-collector and Jaeger running in some containers with docker-compose.

The goal is to make it trivial with these notes to get started with the telemetry data produced by the engine.

Reporter: Matthijs Brobbel / @mbrobbel
Assignee: Bryce Mecum / @amoeba

_{Note: This issue was originally created as ARROW-16435. 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 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.

[asfimport]

Matthijs Brobbel / @mbrobbel:
It seems there is an ongoing effort by @amoeba to add these instructions to https://github.com/amoeba/arrow-opentelemetry-example.

[asfimport]

Bryce Mecum / @amoeba:
Good eye, @mbrobbel. Do you know if the team has discussed an approach to documenting OTel functionality further in the Arrow docs? I think all we have right now is a note about ARROW_TRACING_BACKEND but the rest is left to the user.

[asfimport]

Matthijs Brobbel / @mbrobbel:
I planned on working on this but never got around to doing it. My plan was to add a section to the user guide.

[asfimport]

Bryce Mecum / @amoeba:
If you still had interest and time, I'd be happy to contribute. If not, let me know and I can sketch something out. If I did that, would you have any cycles to help review?

[asfimport]

Matthijs Brobbel / @mbrobbel:
I would be happy to help review.

[asfimport]

Bryce Mecum / @amoeba:
That'd be great, thanks. I'll work something up in December.

[amoeba]

Hey @mbrobbel, I worked up a first draft in #33873 and would love a review by you or others close to this work.