DOC: Add notes explaining params is db driver dep. GH7573

This is my first PR.  It's just an update to two doc strings.
yes, that is true, but I think all drivers that are supported through sqlalchemy are DBAPI compliant, which means they support at least one of the 5 styles. So in practice all drivers you can use with pandas will support it. So maybe change the formulation slightly to something like `The supported syntax to pass parameters is database driver dpendent. Check your database driver documentation ...` ?