DOC: add data_columns to doc string of to_hdf and HDFStore.append
Follow-up of #13951, rebase of PR #13065

I combined the changes of #13065 with the changes merged in #13951 (found the explanation a bit clearer in #13065), and fixed the formatting
 ## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/14046?src=pr) is 85.25% (diff: 100%)

> Merging [#14046](https://codecov.io/gh/pydata/pandas/pull/14046?src=pr) into [master](https://codecov.io/gh/pydata/pandas/branch/master?src=pr) will not change coverage

``` diff
@@             master     #14046   diff @@
==========================================
  Files           139        139          
  Lines         50380      50380          
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
  Hits          42953      42953          
  Misses         7427       7427          
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [453bc26...142fb78](https://codecov.io/gh/pydata/pandas/compare/453bc26e07ebbfea33dda9ff2f4efab683718506...142fb782ecf9e4e5384af9261ee1c1feb3799c59?src=pr)
 @jreback the way to prevent the need for `#noqa` in docstrings for long lines (as that is rather strange in the html docs), is to ensure that the too long line consists of only one word/url (so no spaces), then the linter does not complaining.

So in this example, I changed

```
...
`here <http://pandas.pydata.org/pandas-docs/stable/io.html#query-via-data-columns>`__ # noqa
...
```

with

```
... `here 
<http://pandas.pydata.org/pandas-docs/stable/io.html#query-via-data-columns>`__
...
```

(just letting you know for reviewing purposes :-)) Maybe we should document that somewhere ..
 @jorisvandenbossche ahh good to know
