The gdb plugin should be packaged appropriately. I'm not sure where/under which form.
For example, on Ubuntu, GDB auto-load scripts are under /usr/share/gdb/auto-load/....
So, if a Arrow package installs /usr/lib/x86_64-linux-gnu/libarrow.so.700.0.0, the gdb_arrow.py script could be installed as /usr/share/gdb/auto-load/usr/lib/x86_64-linux-gnu/libarrow.so.700.0.0-gdb.py.
(take the realpath of the installed DLL, prefix it with the GDB scripts-directory such as /usr/share/gdb/auto-load/, and append -gdb.py at the end of the filename)