DOC: Add notice and example for `CategoricalDtype` with different ``categories_dtype``
- [x] closes #57259  (Replace xxxx with the GitHub issue number)
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Thanks @luke396 !

I was hoping that this part would be edited:

```rst
Two instances of :class:`~pandas.api.types.CategoricalDtype` compare equal
whenever they have the same categories and order. When comparing two
unordered categoricals, the order of the ``categories`` is not considered.
```

to be a complete and definitive definition, covering all cases right here.

(instead of adding examples and having the user then guess the actual rules)
 More generally, I am confused:

```rst
A categorical's type is fully described by
1. ``categories``: a sequence of unique values and no missing values
2. ``ordered``: a boolean
```

... If the `CategoricalDtype` is "fully described" by ``categories`` and ``order``, 
and ``categories`` is defined as a "sequence of unique values and no missing values"
--> `[]` is a "sequence of unique values and no missing values"
  (yes, it's empty, but it is a sequence of 0 unique values and doesn't contain NaNs (the missing values)) 
--> there is no `dtype` anywhere in this definition.. 
So should this description be corrected as well? 

These should be good precise definitions giving an accurate conceptual understanding.
  
> ```
> Two instances of :class:`~pandas.api.types.CategoricalDtype` compare equal
> whenever they have the same categories and order. When comparing two
> unordered categoricals, the order of the ``categories`` is not considered.
> ```

Thank you, @VladimirFokow, for your advice on the PR. I hadn't considered it as thoroughly as you did. At the moment, the example in the file doesn't suit my needs well, which is why the PR is still in progress. Have to admit it, I actually don't have the same accurate and comprehensive understanding of `Categorical` as you do.
> These should be good precise definitions giving an accurate conceptual understanding.

You've shown great consideration in enhancing the docstring, and your insights could be used to open a new pull request aimed at improving the general description further. Maybe they meant that a `Categorical`👈 (not `CategoricalDtype`) is partly described by `.categories`... 
But in this case, `categories` is NOT a sequence. 
It's an `Index` (containing the categories, and of a certain `dtype` which is determined... automatically? - even if constructed from a numpy array of objects yet all integers - the dtype of this index will be int, not object... 

How is this dtype determined - completely disregarding the numpy dtype and just looking at the actual values? How to operate with it - can we change it / what are the best practices when dealing with problems connected to it)

---

upd: Maybe what they meant here is a purely conceptual description, because after it they say:
> This information can be stored in a CategoricalDtype. Hi @rhshadrach, could you please review the PR and provide some comments for improvement?
 @rhshadrach  Thanks for your prompt review! I have updated the PR based on your comments. /preview Website preview of this PR available at: https://pandas.pydata.org/preview/pandas-dev/pandas/57273/ Thanks @luke396 