BUG: Fix pd.read_orc raising AttributeError
- [x] closes #40918
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

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I am not sure if this is a reasonable solution. Cause If users install PyArrow from PyPI on MacOS or Win10(works fine on Linux), it will always raise an `AttributeError` exception. 

Should we add some operating system requirments to `pd.read_orc`? ([Related to PyArrow's JIRA #7811](https://issues.apache.org/jira/browse/ARROW-7811)).

Thanks @amznero for the PR. 

I think it might be worth deprecating pd.read_orc. Looking at the code, read_orc is a very simple wrapper around pyarrow, so it might be better for the user to call the pyarrow code themselves. 

Looks good generally(few comments), but needs whatsnew(https://github.com/pandas-dev/pandas/blob/master/doc/source/whatsnew/v1.3.0.rst and also maybe operating system requirements in docs).  thanks @amznero 