[R] Write or link to content on when to use Arrow/Feather vs Parquet

Arrow can read+write too many different file formats, including Arrow/Feather and Parquet. It might be useful to users to have guidance on how to choose a format for various use cases or work flows. This could be in the cookbook(s) or a link to a external documentation.

No specific file or test is named. Review the cookbook's existing structure and current references to Arrow/Feather and Parquet; done means adding or linking guidance that explains when to choose each format for different workflows.

Written by the indexing model from the issue text.