Usually it is not necessary. The python code should be (almost) the same for setting up the problem. For the solver part you need to use something that works mpi parallel.
We have started the work on an interface to the petsc solver library which is mpi parallel as well, so you can assemble your problem in mpi parallel NGSolve and use the petsc parallel solvers as well. You can check it out here:
github.com/NGSolve/ngs-petsc
But note that this is in a very early state yet.
Best Christopher