DOC: Fix reference to rows in `read_csv(index_col)` error message
**Description**
The user passes column numbers (not row numbers) as the `index_col` argument to specify an index when calling e.g. `read_csv()`.

**Checklist**
- [x] ~closes #xxxx (Replace xxxx with the GitHub issue number)~ (No Specific Issue)
- [x] ~[Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature~ (No change to functionality)
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] ~Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.~ (No new args/methods/functions).
- [x] ~Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.~ (No change to functionality)

Thanks @sparshsah 