[WIP] Improving parallelization user guide

[alexdesiqueira]

Description

Improves parallelization user guide. Closes #1578.

For reviewers

• Check that the PR title is short, concise, and will make sense 1 year
  later.
• Check that new functions are imported in corresponding __init__.py.
• Check that new features, API changes, and deprecations are mentioned in
  doc/release/release_dev.rst.

[grlee77]

Thanks for working on this! It looks like you (accidentally?) pushed the guide_parallel branch to this repository rather than to your fork. I have done this on accident before as well. Can you reopen from your fork and then we can just delete this extra branch here?

[alexdesiqueira]

@grlee77 sure Greg 🙂 I'm having issues trying to work on Stéfan's branch using gh... I'll figure that out today. Sorry about that!