GH-41410: [C++][FS][Azure][Docs] Add AzureFileSystem to Filesystems API reference

cpp/src/arrow/filesystem/azurefs.h

@@ -141,18 +141,14 @@ struct ARROW_EXPORT AzureOptions {
   ///
   /// 1. abfs[s]://[:\<password\>@]\<account\>.blob.core.windows.net
   ///    [/\<container\>[/\<path\>]]
-  /// 2. abfs[s]://\<container\>[:\<password\>]@\<account\>.dfs.core.windows.net
-  ///     [/path]
+  /// 2. abfs[s]://\<container\>[:\<password\>]\@\<account\>.dfs.core.windows.net[/path]
   /// 3. abfs[s]://[\<account[:\<password\>]@]\<host[.domain]\>[\<:port\>]
   ///    [/\<container\>[/path]]
   /// 4. abfs[s]://[\<account[:\<password\>]@]\<container\>[/path]
   ///
-  /// 1. and 2. are compatible with the Azure Data Lake Storage Gen2 URIs:
-  /// https://learn.microsoft.com/en-us/azure/storage/blobs/data-lake-storage-introduction-abfs-uri
-  ///
-  /// 3. is for Azure Blob Storage compatible service including Azurite.
-  ///
-  /// 4. is a shorter version of 1. and 2.
+  /// (1) and (2) are compatible with the Azure Data Lake Storage Gen2 URIs
+  /// [1], (3) is for Azure Blob Storage compatible service including Azurite,
+  /// and (4) is a shorter version of (1) and (2).
   ///
   /// Note that there is no difference between abfs and abfss. HTTPS is
   /// used with abfs by default. You can force to use HTTP by specifying
@@ -178,6 +174,9 @@ struct ARROW_EXPORT AzureOptions {
   ///   AzureOptions::ConfigureClientSecretCredential() is called.
   /// * client_secret: You must specify "tenant_id" and "client_id"
   ///   too. AzureOptions::ConfigureClientSecretCredential() is called.
+  ///
+  /// [1]:
+  /// https://learn.microsoft.com/en-us/azure/storage/blobs/data-lake-storage-introduction-abfs-uri
   static Result<AzureOptions> FromUri(const Uri& uri, std::string* out_path);
   static Result<AzureOptions> FromUri(const std::string& uri, std::string* out_path);
 
@@ -226,7 +225,7 @@ struct ARROW_EXPORT AzureOptions {
 ///   overwriting.
 /// - When you use the ListBlobs operation without specifying a delimiter, the results
 ///   include both directories and blobs. If you choose to use a delimiter, use only a
-///   forward slash (/) -- the only supported delimiter.
+///   forward slash (/) \--- the only supported delimiter.
 /// - If you use the DeleteBlob API to delete a directory, that directory is deleted only
 ///   if it's empty. This means that you can't use the Blob API delete directories
 ///   recursively.

docs/source/cpp/api/filesystem.rst

@@ -97,3 +97,12 @@ Google Cloud Storage filesystem
 
 .. doxygenclass:: arrow::fs::GcsFileSystem
    :members:
+
+Azure filesystem
+----------------
+
+.. doxygenstruct:: arrow::fs::AzureOptions
+   :members:
+
+.. doxygenclass:: arrow::fs::AzureFileSystem
+   :members: