Document usage of SessionConfig

[wjones127]

Is your feature request related to a problem or challenge?

When I was trying to configure DataFusion, I encountered two roadblocks while reading the documentation:

1. Once I've found a config option I want to set in one of the structs (in my case ParquetOptions.pushdown_filters), I couldn't figure out what method I should pass the configuration to.
2. Once I realized I need to set it in SessionConfig, I couldn't figure out how I was supposed to access it. I needed to look into the source code to figure out that if I wanted to use SessionConfig.set() I needed to use the prefix datafusion.execution.parquet.

Describe the solution you'd like

The first issue could be fixed by linking back to SessionConfig from each of the *Options structs, so users know where to set these.

The second issue could be addressed by providing a few examples.

Describe alternatives you've considered

No response

Additional context

No response