[Docs] UDF Documentation

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Document the usage of UDFs and important facts about the limitations and provide warnings to the user. 

For example:

System calls to fork, modify system attributes or runtime information and states can be harmful when executed via a UDF. 

Reporter: Vibhatha Lakmal Abeykoon / @vibhatha

_{Note: This issue was originally created as ARROW-15638. Please see the migration documentation for further details.}

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Vibhatha Lakmal Abeykoon / @vibhatha:
In a recent discussion related to Scalar UDF Integration, it was clear that the usage of UDF needs to be further elaborated. For the documentation task, the usage of UDF must be clearly stated and the limitations. This must address what is discussed in this thread in Scalar UDF PR: #12590 (comment)

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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.