DOC: update PeriodArray docstring
- [x] closes #37237 
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

> @arw2019 thanks for the PR.
> I would also mention `pd.array(..)` as the way to create a PeriodArray from a sequence of Period scalars.

Added Thanks for the update! Small development related comment: can you generally try to avoid rebasing / force pushing to a branch, but rather only add new commits? (which means merging master instead of rebasing to update to latest master) Github works better that way (eg you can specifically see the new changes since your last review) making reviewing easier. 
(not of any concern of course for this specific PR of small size ;))