GH-43536: [Python] Declare support for free-threading in Cython (#43606)

### Rationale for this change

This is done by passing an extra flag when building the Cython extension modules. It is needed so that the GIL is not dynamically reenabled when importing `pyarrow.lib`.

### What changes are included in this PR?

Changes to CMake so that the extra flag is passed when building Cython extension modules.

* GitHub Issue: #43536

Lead-authored-by: Lysandros Nikolaou <lisandrosnik@gmail.com>
Co-authored-by: Sutou Kouhei <kou@cozmixng.org>
Signed-off-by: Sutou Kouhei <kou@clear-code.com>

cpp/cmake_modules/UseCython.cmake

@@ -184,4 +184,9 @@ function(cython_add_module _name pyx_target_name generated_files)
   add_dependencies(${_name} ${pyx_target_name})
 endfunction()
 
+execute_process(COMMAND ${PYTHON_EXECUTABLE} -c "from Cython.Compiler.Version import version; print(version)"
+                OUTPUT_VARIABLE CYTHON_VERSION_OUTPUT
+                OUTPUT_STRIP_TRAILING_WHITESPACE)
+set(CYTHON_VERSION "${CYTHON_VERSION_OUTPUT}")
+
 include(CMakeParseArguments)

python/CMakeLists.txt

@@ -260,6 +260,7 @@ message(STATUS "Found NumPy version: ${Python3_NumPy_VERSION}")
 message(STATUS "NumPy include dir: ${NUMPY_INCLUDE_DIRS}")
 
 include(UseCython)
+message(STATUS "Found Cython version: ${CYTHON_VERSION}")
 
 # Arrow C++ and set default PyArrow build options
 include(GNUInstallDirs)
@@ -855,6 +856,10 @@ set(CYTHON_FLAGS "${CYTHON_FLAGS}" "--warning-errors")
 # undocumented Cython feature.
 set(CYTHON_FLAGS "${CYTHON_FLAGS}" "--no-c-in-traceback")
 
+if(CYTHON_VERSION VERSION_GREATER_EQUAL "3.1.0a0")
+  list(APPEND CYTHON_FLAGS "-Xfreethreading_compatible=True")
+endif()
+
 foreach(module ${CYTHON_EXTENSIONS})
   string(REPLACE "." ";" directories ${module})
   list(GET directories -1 module_name)