TST7337: Fix test failures on windows.

closes #7337

Use dateutil.tz.tzutc() to construct UTC timezone instead of dateutil.tz.gettz('UTC')
Update docs to reflect this.
Tidy up examples in the timezones section of the docs.
No - although they would be separate objects and we would be converting between them with the same code as converting between other timezones.

I'll add something like this:

``` python
ts = Timestamp('2001-01-05 11:56', tz='dateutil/UTC')
ts.tz_convert(dateutil.tz.tzutc())
# check that the time hasn't changed.
assert (ts.hour, ts.minute) == (11, 56)
```