[Doc] Document parallelism of file readers

[asfimport]

The file readers generally have some kind of capability to either read or process data in parallel. We should make sure the documentation is clear on the capabilities of the various readers as it can help users understand what to expect (e.g. do they need to do their own parallelism on top of ours?).

Reporter: Weston Pace / @westonpace

_{Note: This issue was originally created as ARROW-16194. Please see the migration documentation for further details.}

[asfimport]

Todd Farmer / @toddfarmer:
This issue was last updated over 90 days ago, which may be an indication it is no longer being actively worked. To better reflect the current state, the issue is being unassigned per project policy. Please feel free to re-take assignment of the issue if it is being actively worked, or if you plan to start that work soon.

[github-actions]

This issue has been marked as stale because it has had no activity in the past 365 days. Please remove the stale label or comment below, or this issue will be closed in 14 days. If this improvement is still desired but has no current owner, please add the 'Status: needs champion' label.