Add documentation linking to sqlalchemy
- [x] closes #23086
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Hey - Can you submit updates on the same PR https://github.com/pandas-dev/pandas/pull/29363 in the future - means we don’t have to re-review.. Sure. Sorry, didn't know what the correct process was.

On Sat, 2 Nov 2019, 23:56 alimcmaster1, <notifications@github.com> wrote:

> Hey - Can you submit updates on the same PR #29363
> <https://github.com/pandas-dev/pandas/pull/29363> in the future - means
> we don’t have to re-review..
>
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 Yes. Without the continuation it would not render correctly

On Mon, 4 Nov 2019, 16:16 William Ayd, <notifications@github.com> wrote:

> *@WillAyd* commented on this pull request.
> ------------------------------
>
> In pandas/core/generic.py
> <https://github.com/pandas-dev/pandas/pull/29373#discussion_r342136081>:
>
> > @@ -2646,6 +2646,10 @@ def to_sql(
>          con : sqlalchemy.engine.Engine or sqlite3.Connection
>              Using SQLAlchemy makes it possible to use any DB supported by that
>              library. Legacy support is provided for sqlite3.Connection objects.
> +
> +            Closing the connection is handled by the SQLAlchemy Engine. See `here \
>
> Is this continuation necessary? Don't think we have anywhere else?
>
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 I'm thinking we do something like this - similar to the other PR:

![image](https://user-images.githubusercontent.com/16733618/68165015-34d2a080-ff56-11e9-8c02-a4ba902bb723.png)

@WillAyd do you agree? I also got confused by current wording.
 Yea that sounds like a great idea Hello @cruzzoe! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:





There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2019-11-06 20:05:45 UTC LGTM (But I’m on mobile so can’t do a doc build to check how this renders).
CC @WillAyd  Content looks good. Can you build locally and just post a screenshot of how it renders to be safe? > Content looks good. Can you build locally and just post a screenshot of how it renders to be safe?

![pd1](https://user-images.githubusercontent.com/11476338/69411182-5f697b00-0d04-11ea-9172-476f4bec31c4.png)
![pd2](https://user-images.githubusercontent.com/11476338/69411183-5f697b00-0d04-11ea-99c1-53452ecbba22.png)
 Thanks @cruzzoe !