DEPR: Add FutureWarning for pandas.io.sql.execute
- [x] closes #50185
- [x] [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
- [x] 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.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

> Doc build is failing, mightt be related.
> 
> Could you remove all mentions in the docs?

Your mean is remove '`:func:`pandas.io.sql.execute` 'in .rst ? Ah no, I think we mention this function in the user guide, this reference should be removed > Ah no, I think we mention this function in the user guide, this reference should be removed

Fine, I will do it.

The function seems not be mentioned in the user guide or any .rst file. I find some examples in comments use the function, and I change them. 

Hope this will work! ![image](https://user-images.githubusercontent.com/77875500/211618457-196a3949-4196-4019-997f-55f9f3891d63.png)

May be this need some attention, in check `Doc Build and Upload / Doc Build and Upload`