Backport PR #60739 on branch 2.3.x (ENH: pandas.api.interchange.from_dataframe now uses the Arrow PyCapsule Interface if available, only falling back to the Dataframe Interchange Protocol if that fails)
OK to backport https://github.com/pandas-dev/pandas/pull/60739/files?

One thing to check is:
- #60739 has the release note in 3.0
- but if it gets backported, then the change will have happened in 2.3

So, not sure how to do this. Is it OK to backport, and then change the whatsnew note on `main`?
Thanks @MarcoGorelli  thanks! yup, will do soon