[Docs] Improve documentation around partitions/multithreading #401
Description
Following my investigations, it would be great to add more examples for beginners/new users on how to get the most performance from Arrow.jl by using multithreading.
I'm happy to draft a PR once we know if there will be any updates to the API (eg, #400)
In addition, it would be excellent to add some documentation for DictEncoded columns (eg, some rules of thumb for when to use it and a few examples)