GH-899: [Dataset] Initialize compute module (#893)

## What's Changed

Depends on https://github.com/apache/arrow-java/pull/865

Closes #899.
diff --git a/dataset/src/main/cpp/jni_wrapper.cc b/dataset/src/main/cpp/jni_wrapper.cc
index 49cc852..e808764 100644
--- a/dataset/src/main/cpp/jni_wrapper.cc
+++ b/dataset/src/main/cpp/jni_wrapper.cc
@@ -23,6 +23,7 @@
 #include "arrow/array/concatenate.h"
 #include "arrow/c/bridge.h"
 #include "arrow/c/helpers.h"
+#include "arrow/compute/initialize.h"
 #include "arrow/dataset/api.h"
 #include "arrow/dataset/file_base.h"
 #ifdef ARROW_CSV
@@ -807,6 +808,13 @@
   JNI_METHOD_END()
 }
 
+JNIEXPORT void JNICALL Java_org_apache_arrow_dataset_jni_JniWrapper_initialize(
+    JNIEnv* env, jobject) {
+  JNI_METHOD_START
+  JniAssertOkOrThrow(arrow::compute::Initialize());
+  JNI_METHOD_END()
+}
+
 /*
  * Class:     org_apache_arrow_dataset_file_JniWrapper
  * Method:    makeFileSystemDatasetFactory
diff --git a/dataset/src/main/java/org/apache/arrow/dataset/jni/JniLoader.java b/dataset/src/main/java/org/apache/arrow/dataset/jni/JniLoader.java
index 631b8b1..5fb4816 100644
--- a/dataset/src/main/java/org/apache/arrow/dataset/jni/JniLoader.java
+++ b/dataset/src/main/java/org/apache/arrow/dataset/jni/JniLoader.java
@@ -56,6 +56,7 @@
     }
     loadRemaining();
     ensureS3FinalizedOnShutdown();
+    JniWrapper.get().initialize();
   }
 
   private synchronized void loadRemaining() {
diff --git a/dataset/src/main/java/org/apache/arrow/dataset/jni/JniWrapper.java b/dataset/src/main/java/org/apache/arrow/dataset/jni/JniWrapper.java
index 6637c11..cfef098 100644
--- a/dataset/src/main/java/org/apache/arrow/dataset/jni/JniWrapper.java
+++ b/dataset/src/main/java/org/apache/arrow/dataset/jni/JniWrapper.java
@@ -124,4 +124,7 @@
    * uninitialized, then this is a noop.
    */
   public native void ensureS3Finalized();
+
+  /** Initialize Arrow Compute. */
+  public native void initialize();
 }
diff --git a/docs/source/substrait.rst b/docs/source/substrait.rst
index b3678ac..5ec07f1 100644
--- a/docs/source/substrait.rst
+++ b/docs/source/substrait.rst
@@ -19,7 +19,7 @@
 Substrait
 =========
 
-The ``arrow-dataset`` module can execute Substrait_ plans via the :external+arrow:doc:`Acero <cpp/streaming_execution>`
+The ``arrow-dataset`` module can execute Substrait_ plans via the :external+arrow:doc:`Acero <cpp/acero>`
 query engine.
 
 Executing Queries Using Substrait Plans