chore(scripts): add compile scripts in ubuntu and macos

[SYaoJun]

Reason for this PR

Every time I compile the C++ project, I have to input a long list of compilation options, which is time-consuming and completely unnecessary.

Regarding the legacy issue #628:

On macOS, we must explicitly specify the Arrow include path; otherwise, the compilation will fail.

What changes are included in this PR?

Add two scripts on Ubuntu and MacOS

Are these changes tested?

yes

Are there any user-facing changes?

no

[codecov-commenter]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 80.21%. Comparing base (89c167a) to head (b30da2a).
⚠️ Report is 3 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff            @@
##               main     #864   +/-   ##
=========================================
  Coverage     80.21%   80.21%           
  Complexity      615      615           
=========================================
  Files            93       93           
  Lines         10255    10255           
  Branches       1049     1049           
=========================================
  Hits           8226     8226           
  Misses         1789     1789           
  Partials        240      240           

Flag	Coverage Δ
cpp	71.51% <ø> (ø)

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[yangxk1]

Hi @SYaoJun , thank you for doing this. Imo, it would be better to introduce the role of the script synchronously in readme/docs

[yangxk1]

Hi @SYaoJun, We need to merge from main to let ci pass~