ARROW-3197: [C++] Add instructions for building Parquet libraries and running the unit tests

[wesm]

No description provided.

[xhochy]

+1, LGTM

[codecov-io]

Codecov Report

Merging #2608 into master will increase coverage by 0.01%.
The diff coverage is n/a.

@@            Coverage Diff             @@
##           master    #2608      +/-   ##
==========================================
+ Coverage   87.16%   87.18%   +0.01%     
==========================================
  Files         380      380              
  Lines       59031    59031              
==========================================
+ Hits        51456    51466      +10     
+ Misses       7501     7495       -6     
+ Partials       74       70       -4

Impacted Files	Coverage Δ
go/arrow/math/float64_sse4_amd64.go	0% <0%> (-100%)	⬇️
go/arrow/math/uint64_sse4_amd64.go	0% <0%> (-100%)	⬇️
go/arrow/memory/memory_sse4_amd64.go	0% <0%> (-100%)	⬇️
go/arrow/math/int64_sse4_amd64.go	0% <0%> (-100%)	⬇️
go/arrow/math/float64_amd64.go	33.33% <0%> (ø)	⬆️
go/arrow/math/int64_amd64.go	33.33% <0%> (ø)	⬆️
go/arrow/math/uint64_amd64.go	33.33% <0%> (ø)	⬆️
go/arrow/math/math_amd64.go	36.84% <0%> (+5.26%)	⬆️
go/arrow/memory/memory_amd64.go	42.85% <0%> (+14.28%)	⬆️
go/arrow/math/int64_avx2_amd64.go	100% <0%> (+100%)	⬆️
... and 3 more

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