[Python] Raise DataFusionError instead of plain Exceptions

[kszucs]

Describe the bug
The library should raise a more specific exception.

To Reproduce
See test case https://github.com/apache/arrow-datafusion/pull/493/files#diff-833d46d402a40f517bfea151178579e3ec772a0da4ce098c0b89867251e6113fR33

[jorgecarleitao]

I think that we using them already: https://github.com/apache/arrow-datafusion/blob/master/python/src/errors.rs#L25

I think that we just not test them.

[alamb]

Seems like this was solved a while ago -- please reopen / file a new ticket if there is additional work to do. Thanks @drauschenbach for flagging this.