Document some more categorical methods
- [x] closes #56927
- [ ] [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
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Opening as a draft to make sure it renders

I've added references to these methods in `doc/source/reference/arrays.rst` so that pages get generated for the methods. Tbh I didn't know that there was a separate location for documenting the class here.

I don't know how much needs writing about the methods here since they all have docstrings. Thanks @ivirshup 