Parquet: Add error message for no engine found
Give a better error message for engine="auto" case when none of the
engines were found installed.

closes #18156

Cherry-picking the doc part of PR https://github.com/pandas-dev/pandas/pull/18568
Hello @jorisvandenbossche! Thanks for updating the PR.



Cheers ! There are no PEP8 issues in this Pull Request. :beers: 

##### Comment last updated on December 10, 2017 at 16:47 Hours UTC # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18717?src=pr&el=h1) Report
> Merging [#18717](https://codecov.io/gh/pandas-dev/pandas/pull/18717?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/1c1f5076173c590ed9b19992679305bc70c7956c?src=pr&el=desc) will **decrease** coverage by `0.01%`.
> The diff coverage is `0%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/18717/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/18717?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #18717      +/-   ##
==========================================
- Coverage   91.58%   91.56%   -0.02%     
==========================================
  Files         153      153              
  Lines       51305    51308       +3     
==========================================
- Hits        46989    46982       -7     
- Misses       4316     4326      +10
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.43% <0%> (-0.01%)` | :arrow_down: |
| #single | `40.71% <0%> (-0.1%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/18717?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/io/parquet.py](https://codecov.io/gh/pandas-dev/pandas/pull/18717/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3BhcnF1ZXQucHk=) | `64.55% <0%> (-0.83%)` | :arrow_down: |
| [pandas/io/gbq.py](https://codecov.io/gh/pandas-dev/pandas/pull/18717/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2dicS5weQ==) | `25% <0%> (-58.34%)` | :arrow_down: |
| [pandas/core/frame.py](https://codecov.io/gh/pandas-dev/pandas/pull/18717/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZnJhbWUucHk=) | `97.81% <0%> (-0.1%)` | :arrow_down: |
| [pandas/io/pytables.py](https://codecov.io/gh/pandas-dev/pandas/pull/18717/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3B5dGFibGVzLnB5) | `92.84% <0%> (ø)` | :arrow_up: |

------

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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/18717?src=pr&el=footer). Last update [1c1f507...97b861f](https://codecov.io/gh/pandas-dev/pandas/pull/18717?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
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