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[Docs] Improve documentation around partitions/multithreading #401

@svilupp

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@svilupp

Following my investigations, it would be great to add more examples for beginners/new users on how to get the most performance from Arrow.jl by using multithreading.

I'm happy to draft a PR once we know if there will be any updates to the API (eg, #400)

In addition, it would be excellent to add some documentation for DictEncoded columns (eg, some rules of thumb for when to use it and a few examples)

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