[Docs] Broken and obsolete links in the README.md file

### Describe the enhancement requested

Fix broken links in `README.md` (e.g. [ValueVector](https://arrow.apache.org/docs/java/vector.html) returns 404). 
Remove the unused reference [2]: https://github.com/apache/arrow/blob/main/cpp/README.md. 
Consider to inline [text](link) links instead of footnote references to reduce the risk of dangling links later.