Add type hints to dtypes/dtypes.py (CategoricalDtype)
This PR adds type hints to pandas/core/dtypes/dtypes.py down to and including the ``CategoricalDtype`` part of the module. I'm more familiar with Categoricals than DateTimeArrays etc. and because I think there are some difficulties in implementing type hints, I think it would make sense to add a general ruleset for adding type hints to pandas, before too much work is put into this.

I'm putting some thoughts up for discussion in #25601 about how we add type hints to pandas, that probably should be discussed before this goes further.

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26327?src=pr&el=h1) Report
> Merging [#26327](https://codecov.io/gh/pandas-dev/pandas/pull/26327?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/17247edf8439d290cd5f9410df477af8d399c839?src=pr&el=desc) will **decrease** coverage by `51.29%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26327/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26327?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #26327      +/-   ##
==========================================
- Coverage   92.04%   40.74%   -51.3%     
==========================================
  Files         175      175              
  Lines       52297    52304       +7     
==========================================
- Hits        48138    21313   -26825     
- Misses       4159    30991   +26832
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `?` | |
| #single | `40.74% <100%> (-0.14%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26327?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/arrays/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/26327/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2NhdGVnb3JpY2FsLnB5) | `41.36% <100%> (-54.6%)` | :arrow_down: |
| [pandas/core/dtypes/dtypes.py](https://codecov.io/gh/pandas-dev/pandas/pull/26327/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2R0eXBlcy5weQ==) | `73.7% <100%> (-22.72%)` | :arrow_down: |
| [pandas/io/formats/latex.py](https://codecov.io/gh/pandas-dev/pandas/pull/26327/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvbGF0ZXgucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/sas/sas\_constants.py](https://codecov.io/gh/pandas-dev/pandas/pull/26327/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfY29uc3RhbnRzLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/core/groupby/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/26327/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZ3JvdXBieS9jYXRlZ29yaWNhbC5weQ==) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/plotting.py](https://codecov.io/gh/pandas-dev/pandas/pull/26327/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvcGxvdHRpbmcucHk=) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/tseries/converter.py](https://codecov.io/gh/pandas-dev/pandas/pull/26327/diff?src=pr&el=tree#diff-cGFuZGFzL3RzZXJpZXMvY29udmVydGVyLnB5) | `0% <0%> (-100%)` | :arrow_down: |
| [pandas/io/formats/html.py](https://codecov.io/gh/pandas-dev/pandas/pull/26327/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL2Zvcm1hdHMvaHRtbC5weQ==) | `0% <0%> (-99.37%)` | :arrow_down: |
| [pandas/io/sas/sas7bdat.py](https://codecov.io/gh/pandas-dev/pandas/pull/26327/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXM3YmRhdC5weQ==) | `0% <0%> (-91.16%)` | :arrow_down: |
| [pandas/io/sas/sas\_xport.py](https://codecov.io/gh/pandas-dev/pandas/pull/26327/diff?src=pr&el=tree#diff-cGFuZGFzL2lvL3Nhcy9zYXNfeHBvcnQucHk=) | `0% <0%> (-90.1%)` | :arrow_down: |
| ... and [132 more](https://codecov.io/gh/pandas-dev/pandas/pull/26327/diff?src=pr&el=tree-more) | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26327?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26327?src=pr&el=footer). Last update [17247ed...69b4bb1](https://codecov.io/gh/pandas-dev/pandas/pull/26327?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26327?src=pr&el=h1) Report
> :exclamation: No coverage uploaded for pull request base (`master@de0867f`). [Click here to learn what that means](https://docs.codecov.io/docs/error-reference#section-missing-base-commit).
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/26327/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/26327?src=pr&el=tree)

```diff
@@            Coverage Diff            @@
##             master   #26327   +/-   ##
=========================================
  Coverage          ?   92.04%           
=========================================
  Files             ?      175           
  Lines             ?    52304           
  Branches          ?        0           
=========================================
  Hits              ?    48142           
  Misses            ?     4162           
  Partials          ?        0
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.59% <100%> (?)` | |
| #single | `40.75% <100%> (?)` | |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/26327?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/arrays/categorical.py](https://codecov.io/gh/pandas-dev/pandas/pull/26327/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvYXJyYXlzL2NhdGVnb3JpY2FsLnB5) | `95.96% <100%> (ø)` | |
| [pandas/core/dtypes/dtypes.py](https://codecov.io/gh/pandas-dev/pandas/pull/26327/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvZHR5cGVzL2R0eXBlcy5weQ==) | `96.71% <100%> (ø)` | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26327?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/26327?src=pr&el=footer). Last update [de0867f...8f6c2e0](https://codecov.io/gh/pandas-dev/pandas/pull/26327?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 @topper-123 can you merge master @WillAyd ok with merging this, though maybe should fix the import itself, you commented?) anything else? taking a look Simplified a few things and removed the casts. OK to merge if green thanks @topper-123 

I think we can deal with the .ordered annotation later, cc @jschendel 