[mlir][python] Add a warning for cmake version < 3.15.

As discussed on discord, we have never actually been able to build with the project-wide published min version of 3.14.3. The buildbot that tests the Python configuration is currently pinned to 3.19.1, and there are a number of non-version/policy controlled features that Python building relies on that makes it unreliable with older versions. Some of the issues are pretty fundamental and I don't know how to do them on the older version. I think that, as an optional feature, at least advertising the PSA as in this patch is a good middle ground until the next project-wide CMake version bump.

Also moves setup logic to a macro so that everyone can use it.