DOC: Added docs to clarify that MultiIndex.set_levels() interprets passed values as new components of the .levels attribute (#28294)
Added documentation on MultiIndex.set_levels to clarify that MultiIndex.set_levels() interprets passed values as new components of the .levels attribute

- [x] closes #28294 - or at least attempts to
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Here's my first PR to pandas - looking forward to feedback on how I can further improve this.
Hello @hweecat! 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 2019-10-20 01:51:11 UTC Travis CI is failing at Python 3.8-dev but passes for Python 3.6 and 3.7 - not too sure how to resolve this.

https://travis-ci.org/pandas-dev/pandas/jobs/600207880

Edit: Synced my fork with upstream fork in order to pass Travis CI for Python 3.8. @hweecat I'm not sure what happened but the git diff on this seems to have pulled in close to 200 files

Are you still fixing that up? It might be easier to start fresh with a new branch if unsure what happened @WillAyd I think it could be because I tried to sync my fork with the upstream in order to pass Travis CI for Python 3.8 (Travis CI kept failing for Python 3.8 previously: https://travis-ci.org/pandas-dev/pandas/jobs/600207880).

Think I might need to start fresh with a new branch (from the master that is synced with the latest upstream) and add changes to that branch. Does that mean I might have to create a new pull request? If yes, I'll proceed to start fresh with a new pull request. Yea it might be easiest to just do that at this point Superseded by #29143