[C++] Add instructions to cpp/README.md about Parquet-only development and Arrow+Parquet

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There are two distinct development workflows

Reporter: Wes McKinney / @wesm
Assignee: Wes McKinney / @wesm

PRs and other links:

• GitHub Pull Request #2608

_{Note: This issue was originally created as ARROW-3197. Please see the migration documentation for further details.}

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Wes McKinney / @wesm:
Issue resolved by pull request 2608
#2608