Add to README about building the parquet extension

Change-Id: I32fe58a984d32044d9313cb72fc0930522741d48

python/README.md

@@ -48,7 +48,8 @@ python setup.py build_ext --inplace
 py.test pyarrow
 ```
 
-To change the build type, use the `--build-type` option:
+To change the build type, use the `--build-type` option or set
+`$PYARROW_BUILD_TYPE`:
 
 ```bash
 python setup.py build_ext --build-type=release --inplace
@@ -57,6 +58,12 @@ python setup.py build_ext --build-type=release --inplace
 To pass through other build options to CMake, set the environment variable
 `$PYARROW_CMAKE_OPTIONS`.
 
+#### Build the pyarrow Parquet file extension
+
+```
+export PYARROW_CMAKE_OPTIONS=-DPYARROW_BUILD_PARQUET=on
+```
+
 #### Build the documentation
 
 ```bash