If you look at wikipedia then you find the definition that a par-yield is the coupon rate, such that bond prices are $100$. This is the definition.
Consider $N$ bond with a given coupon rates $c_i$, times to maturity $T_i$ prices $P_i$,for $i=1,\ldots,N$. Then you can calculated the yield-to-maturity for each bond $y_i$.
Some mathematics reveal that a bond with coupon rate equal to its yield-to-maturity is priced at par (its price is $100$).
Thus the par-yield curve is a plot of the time-to-maturity and the yield-to-maturity of your bonds.
As a next step you could derive a zero-rate curve from it by bootstrapping.