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

This is my first PR.  It's just an update to two doc strings.
I never realized there was a finite number (five) of those syntax styles.  I incorporated, and I think improved - after I skimmed that section of PEP 249.  See https://github.com/jnmclarty/pandas/commit/df03ed4ecc8e2b9db10867886639f92cc3472218