DOC: Added note and example for pyarrow storage
- [x] closes #42664 
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
I think we want to wait for the discussion in https://github.com/pandas-dev/pandas/issues/48469 to resolve to going to close for now. Happy to have your contributions on other issues