MINOR: [C++][Documentation] Update tutorial docs to include parquet linking gotcha

[devanbenz]

I was running in to an issue that ended up being solved by: #42730

That being said, it would probably be good for novices to parquet and arrow C++ such as myself to have some explicit documentation as part of the tutorial.

[github-actions]

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[Copilot]

Pull request overview

Updates the C++ tutorial documentation to call out a common “undefined reference” gotcha when using Parquet (and Datasets), by pointing readers to the correct CMake packages/targets to link.

Changes:

• Adds a new “Linking Parquet” section to the C++ build system docs with a complete CMake example.
• Adds notes to the I/O and Datasets tutorials explaining that Parquet (and Dataset) require additional link targets beyond Arrow::arrow_shared.

Reviewed changes

Copilot reviewed 3 out of 3 changed files in this pull request and generated 1 comment.

File	Description
docs/source/cpp/tutorials/io_tutorial.rst	Adds a note clarifying Parquet requires linking Parquet::parquet_shared in addition to Arrow.
docs/source/cpp/tutorials/datasets_tutorial.rst	Adds a note about linking Dataset + Parquet targets (and refers to build system docs).
docs/source/cpp/build_system.rst	Introduces an anchored “Linking Parquet” section with a complete CMake snippet and target names.

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[Copilot]

Pull request overview

Copilot reviewed 3 out of 3 changed files in this pull request and generated no new comments.