Improve Parquet documentation

### Describe the enhancement requested

Currently the parquet docs have gaps and appear outdated. There have been several issues in the past where users reported it. (Example: #2914)
One of the suggestions from the community is to introduce a Cookbook (similar to Apache Arrow) with simple examples and docs to allow users to adopt parquet easily and improve the ecosystem support.
This issue tracks the effort for improved docs/cookbooks/tutorials.

### Component(s)

_No response_