GH-46080 [Python][Docs] Provide guidance for tzdata related issues if installing with pip

[kahemker]

Thanks for opening a pull request!

Rationale for this change

When installing pyarrow with pip, it is possible to experience a confusing time zone related error when writing files with datetime data. #46080 discusses the problem and a solution was eventually found. This change provides helpful information to other users who may experience the problem.

What changes are included in this PR?

Update to python installation instructions that offers guidance on how to handle tzdata related errors

Are these changes tested?

I was unable to build the documentation locally. I will use the github action to preview the documentation

Are there any user-facing changes?

No

• GitHub Issue: [Python] PyArrow cannot write ORC file with datetimes and timezones #46080

[kahemker]

@github-actions crossbow submit preview-docs

[github-actions]

⚠️ GitHub issue #46080 has been automatically assigned in GitHub to PR creator.

[github-actions]

Only contributors can submit requests to this bot. Please ask someone from the community for help with getting the first commit in.
The Archery job run can be found at: https://github.com/apache/arrow/actions/runs/15261860672

[kou]

@github-actions crossbow submit preview-docs

[github-actions]

Revision: 6bf917a

Submitted crossbow builds: ursacomputing/crossbow @ actions-6606098298

Task	Status
preview-docs

[AlenkaF]

Thanks for opening this PR — much appreciated!
I've added a few comments. Also, I think this content would fit better under the Dependencies/tzdata on Windows section.

[raulcd]

I think that we should clearly specify that this is for Windows and ORC. Otherwise seems to broad and people with other setups that are having other unrelated issues might get confused by this.
Can you put it after the section:
https://github.com/apache/arrow/blob/19439118ce25620b9773fe3616aa1e4dab4fd098/docs/source/python/install.rst#tzdata-on-windows

[kahemker]

@kou @raulcd @AlenkaF , I think I took all your feedback and updated this branch. Anything else?

[kou]

@github-actions crossbow submit preview-docs

[github-actions]

Revision: 6a48384

Submitted crossbow builds: ursacomputing/crossbow @ actions-b62a238c01

Task	Status
preview-docs

[AlenkaF]

Thanks! Adding just 3 more nits then it is good to go.

[kahemker]

@AlenkaF I appreciate all the nits. Writing documentation has never been my strong suit. Really appreciate everything you all do for this open source package. It makes my life so much easier.

[AlenkaF]

Thank you for all the updates! I will merge this once I get back behind the computer.

[AlenkaF]

@github-actions crossbow submit preview-docs

[github-actions]

Revision: 4ac6fc3

Submitted crossbow builds: ursacomputing/crossbow @ actions-07de9c2772

Task	Status
preview-docs

[conbench-apache-arrow]

After merging your PR, Conbench analyzed the 4 benchmarking runs that have been run so far on merge-commit 707fa6b.

There were no benchmark performance regressions. 🎉

The full Conbench report has more details.