If a person is up for parole in Arkansas but lives in Louisiana. How does he go about serving his probation in Louisiana?

Contact the one they're assigned to in Arkansas and ask about the possibility of being transferred. All states are different. Some are more welcoming of transfers than others.

But he hasn't gotten to prison yet. He is still in county jail. There is nothing we can do until he gets to prison?

You have to request an Interstate Compact from the one state to the other... usually the Interstate Compact requires there to be a significant reason for the transfer - there needs to be the supportive family home or a job waiting or both. If you search PTO for Interstate Compact you will find a lot of information.

Don't pay a lawyer for this paperwork - I have not done this myself but I am told it is easy.