GH-44396: [CI][C++] Use setup-python on hosted runner (#44411)

### Rationale for this change

We can't install packages by `pip install` with Ubuntu 24.04's pip by default.

### What changes are included in this PR?

Use `actions/setup-python` instead. We can install packages by `pip install` with `actions/setup-python` by default.

### Are these changes tested?

Yes.

### Are there any user-facing changes?

No.
* GitHub Issue: #44396

Authored-by: Sutou Kouhei <kou@clear-code.com>
Signed-off-by: Raúl Cumplido <raulcumplido@gmail.com>