Describe the enhancement requested

There is a section in the Arrow C++ documentation with the instructions on how to download and extract text version of the IANA timezone database and on Windows:
https://arrow.apache.org/docs/dev/cpp/build_system.html#runtime-dependencies

• It would be good to add this information in the PyArow documentation.
• We should provide a function in PyArrow that a user would call to download and extract the timezone database in order to improve the user experience.

Component(s)

Python