Docs: Add more comments to the Parquet writer code

[alamb]

Which issue does this PR close?

• related to Enable parallel writing across row groups when writing encrypted parquet #8162

Rationale for this change

• While reviewing Enable parallel writing across row groups when writing encrypted parquet #8162 I read a bunch more of the parquet code and I wanted to capture some of my understanding in comments.

What changes are included in this PR?

Add more documentation to various parquet writing APIs

Are these changes tested?

By CI

Are there any user-facing changes?

Documentation only, no function changes

[alamb]

As much as I would love to document this code some more, I think this is at least an improvement over the current status quo

[etseidl]

Thanks @alamb. As you say, it's an improvement 😄

[alamb]

Thanks for the review @etseidl