Tests for COPY and COPY to local parquet file

[JelteF]

We completely broke COPY support without us noticing. That problem is being fixed by #264, but it might happen again if we don't add some tests. For the 0.1.0 release we can manage with manual testing though.

I think the easiest way would be to have a test write locally to parquet and read the resulting file to see that it contains the expected content in parquet format. We currently don't support writing parquet locally but that should be fairly easy to do forcing the COPY to go through DuckDB if it contains a .parquet suffix.