#2656: [python] Support read config in env variable (#9517)

Add a new method to get config from environment variables
and for now, we have three ways to get config and the
priority is `env-var > custom-config-file > built-in-config-file`.

Environment config setting does not work in CLI, because it will
confuse users when they get config value is `var-env` but value
in the configuration file is `var-in-file`, they may not find
the way how to change it

* Add documentation
* Add it to UPDATING.md

close: #8344

commit.ref

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