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[C++][Python] Run Arrow Python C++ with pytest and make sure they are run by the CI #32328

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Description

@asfimport

After #13311 is merged{}, the tests for C PyArrow should be moved to Cython and the documentation about running the tests with GTest should be removed.{} we should:

  • try to run the tests from the pytest to make the whole process of code quality check simplified.

  • make sure the CI runs these PyArrow C++ test. Currently they are not being run on the CI due to all the builds having GTest not bundled, see: https://arrow.apache.org/docs/dev/developers/python.html#testing-pyarrow-c

    The  migration of the tests to Cython has not proved as a good option as there are couple of tests that should stay in the C++, for example
    TestMoves and similar. For this reason we will find some other solution to keep using GTest and run them with pytest, if possible.

Reporter: Alenka Frim / @AlenkaF
Assignee: Alenka Frim / @AlenkaF

PRs and other links:

Note: This issue was originally created as ARROW-17016. Please see the migration documentation for further details.

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