(aws-glue): add Connection construct

[humanzz]

In #5172 and its PRs, the suggestion was made to break a PR down into 2

1. Add Connection construct
2. Add Job construct

I've since had a look and realized the work needed involves 3 constructs

1. Connection construct (this request)
2. SecurityConfiguration construct (aws-glue): add SecurityConfiguration construct #12449
3. Job construct (aws-glue): Job construct #12443

Since the original issue and PR have gone without progress for a time, I am contributing some effort here and as such will be creating 3 issues and hopefully 3 PRs to address each of the issues.

This is the first issue; to add the Glue Connection construct

Use Case

Be able to create Glue jobs with L2 constructs that utilize Glue connections. My immediate use case is to be able to connect data sources in a VPC

Proposed Solution

Introduce a Connection L2 construct wrapping the Glue Connection CloudFormation resource

Others

Some relevant links

• https://docs.aws.amazon.com/AWSCloudFormation/latest/UserGuide/aws-resource-glue-connection.html
• https://docs.aws.amazon.com/glue/latest/dg/connection-using.html
• https://docs.aws.amazon.com/glue/latest/dg/aws-glue-api-catalog-connections.html#aws-glue-api-catalog-connections-Connection

• 👋 I may be able to implement this feature request
• ⚠️ This feature might incur a breaking change

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This is a 🚀 Feature Request

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