Rewrite dict literal for files in pandas/tests/frame/test_indexing and test_where 
- [ ] closes #38138
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry
identify unnecessary dict call - rewrite as a literal
Rewrites as dictionary literals for the following files in two spots:
- pandas/tests/frame/test_indexing
- pandas/tests/frame/test_where 
based on @jreback comments:
https://github.com/pandas-dev/pandas/pull/38207#issuecomment-736960208
@jreback checks showing some issues: **pandas/tests/frame/indexing/test_indexing.py:77: error: "Set[Iterator[Tuple[Any, int]]]" has no attribute "keys"  [attr-defined]**

maybe its because replacing `dict()` with `{}` in this situation would cause python to mistake `{}` to be `set()`. Should we leave it as `dict()` for this case? 

```
l=[1,2,3]
a = dict(zip(l, range(len(l))))
type(a)
>> dict
```

```
b = {zip(l, range(len(l)))}; 
type(b)
>> set
```
The second change, which is for `pandas/tests/frame/test_where`, might also show a problem as using `dict()` gives us a dictionary of three items correctly
```
df = {1:2,2:3,3:4}
dict((c, s + 1)  for c, s in df.items())
> {1: 3, 2: 4, 3: 5}
```
but using `{}` gives us a set of 3 tuples, which might not be what we intended
```
{(c, s + 1)  for c, s in df.items()}
> {(1, 3), (2, 4), (3, 5)}
```
 You could use dict comprehensions.
```python
l = [1,2,3]
x = {value: index for index, value in enumerate(l)}
x 
>> {1: 0, 2: 1, 3: 2}
```