DOC: Add doc-string examples for pd.read_sql using custom parse_dates arg values
follow on PR  for  #37823

- [x] closes #xxxx
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Added doctests pass. 

CI fails due to other reasons, since I only added documentation. Will merge master later to run CI agian. very nice @avinashpancham 