DOC: fix shared compression_options and decompression_options 
Both compression_options and decompression_options made the same
reference to zstandard.ZstdDecompressor however compression uses
zstandard.ZstdCompressor and so the documentation for
compression_options should refer to this class instead

The shared doc strings compression_options and decompression_options
require an interpolated string for the name of the parameter that takes
a filepath/buffer, with the name of this parameter.
It was missing in a few places.

Also fix a small gramatical error in compression_options

It took me a while to find the documentation for the python zstandard library to see what options are available to pass in as a dictionary, do you think it's worth updating the text `zstandard.ZstdDecompressor ` in the docs to be a link to https://python-zstandard.readthedocs.io/en/latest/decompressor.html?

I saw some test failures when running test_fast.sh inside the provided Docker image, but from what I can tell, these are not related to the changes that I made, and I also see the same failure when running tests from `main`:

<details>
  <summary>test failure</summary>
  
```
pandas/tests/test_expressions.py:133: AssertionError
________________ TestExpressions.test_run_binary[gt-False-df2] _________________
[gw2] linux -- Python 3.8.13 /opt/conda/bin/python

self = <pandas.tests.test_expressions.TestExpressions object at 0x7fcc8c9f3fd0>
df =         A   B   C   D
0       0   0  12   0
1      22  22  54  17
2       0   0  21   0
3       0  95   0   0
4       ...3  91
9997   25   0  32   5
9998    0  55   0  62
9999   42  25  30   1
10000   3   0  75  56

[10001 rows x 4 columns]
flex = False, comparison_op = <built-in function gt>

    @pytest.mark.parametrize(
        "df",
        [
            _integer,
            _integer2,
            # randint to get a case with zeros
            _integer * np.random.randint(0, 2, size=np.shape(_integer)),
            _frame,
            _frame2,
            _mixed,
            _mixed2,
        ],
    )
    @pytest.mark.parametrize("flex", [True, False])
    def test_run_binary(self, df, flex, comparison_op):
        """
        tests solely that the result is the same whether or not numexpr is
        enabled.  Need to test whether the function does the correct thing
        elsewhere.
        """
        arith = comparison_op.__name__
        with option_context("compute.use_numexpr", False):
            other = df.copy() + 1

        expr._MIN_ELEMENTS = 0
        expr.set_test_mode(True)

        result, expected = self.call_op(df, other, flex, arith)

        used_numexpr = expr.get_test_result()
>       assert used_numexpr, "Did not use numexpr as expected."
E       AssertionError: Did not use numexpr as expected.
E       assert []
```
</details>

- [x] no related ticket
- [x] Built and inspected docs
- [ ] [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).
- [x] N/A Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] N/A Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Hello @alastair! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:











There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2022-07-06 11:55:10 UTC original https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.to_csv.html:

> For on-the-fly compression of the output data. If ‘infer’ and ‘%s’ path-like, then

updated:
<img width="677" alt="Screen Shot 2022-07-06 at 2 57 27 PM" src="https://user-images.githubusercontent.com/19217/177555390-03158081-b289-472b-b529-b35056c370d2.png">

---

original https://pandas.pydata.org/docs/reference/api/pandas.read_csv.html:
> For on-the-fly decompression of on-disk data. If ‘infer’ and ‘%s’ is path-like, then

updated:
<img width="720" alt="Screen Shot 2022-07-06 at 2 59 02 PM" src="https://user-images.githubusercontent.com/19217/177555692-351e5992-4436-416c-a1ad-bd5744672427.png">

---

Decompression for `pandas.read_sas` appears to be [quite new](https://github.com/pandas-dev/pandas/pull/47154) and I can't find it in the public docs.

Updated:
<img width="693" alt="Screen Shot 2022-07-06 at 3 01 38 PM" src="https://user-images.githubusercontent.com/19217/177556225-70ec89c6-43f7-4beb-bd99-9cb14c72f5cc.png">

---

original https://pandas.pydata.org/docs/reference/api/pandas.read_stata.html:

> For on-the-fly decompression of on-disk data. If ‘infer’ and ‘%s’ is path-like, then

updated:
<img width="656" alt="Screen Shot 2022-07-06 at 3 03 15 PM" src="https://user-images.githubusercontent.com/19217/177556532-008a0557-c1d4-4ab9-8d64-719aaa92b66d.png"> Thanks @alastair 