docs(python/adbc_driver_manager): improve docstrings for set_options

[aiguofer]

Add example usage for how to set options from the Python bindings.

[github-actions]

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[lidavidm]

Hmm, I think the actual problem is that Sphinx/autodoc aren't documenting the parameters for any of these methods, when I look: https://arrow.apache.org/adbc/0.5.1/python/api/adbc_driver_manager.html#adbc_driver_manager.AdbcConnection.set_options

[aiguofer]

That's certainly the biggest issue. The other issue IMO is that generally when I see **kwargs in the parameters I think of something I can call like this: some_function(arg1=value1, arg2=value2, ...), but this is a little different since most options have periods, so you HAVE to call it like some_function(**kwarg_dict). To me that feels a little non-standard in Python.

[lidavidm]

LGTM, but maybe let's wrap the code in backticks so it renders properly once Sphinx processes it (so,

Pass options as kwargs: ``set_options(**{"some.option": "value"})``.