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>

.github/workflows/cpp.yml

@@ -141,7 +141,15 @@ jobs:
  path: .docker
  key: ${{ matrix.image }}-${{ hashFiles('cpp/**') }}
  restore-keys: ${{ matrix.image }}-
- - name: Setup Python
+ - name: Setup Python on hosted runner
+ if: |
+ matrix.runs-on == 'ubuntu-latest'
+ uses: actions/setup-python@f677139bbe7f9c59b41e40162b753c062f5d49a3 # v5.2.0
+ with:
+ python-version: 3
+ - name: Setup Python on self-hosted runner
+ if: |
+ contains(matrix.runs-on, 'self-hosted')
  run: |
  sudo apt update
  sudo apt install -y --no-install-recommends python3 python3-dev python3-pip