DOC: Additions to month_name & day_name
- [x] closes #51138
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).

In the issue #51138 I was trying to set a column in my DF for the month and day's names in portuguese, then a good guy told me about the `locale -a` command from terminal to look for the right way to set the `locale` string parameter for my code to work properly.

So I thought I would be nice if the respective docs, [month_name](https://pandas.pydata.org/docs/reference/api/pandas.Series.dt.month_name.html) & [day_name](https://pandas.pydata.org/docs/reference/api/pandas.Series.dt.day_name.html), had these informations for the user to know about.

So I added these infos plus a quick example for each method in the docstrings from `/pandas/core/arrays/datetimes.py`

**PS.:** I just don't know why the `validade_docstrings.py` don't recognize the changes I made in the method's docstring...

<details>
<summary>Output: <code>validate_docstrings.py pandas.Series.dt.month_name</code></summary>

![Screenshot from 2023-02-03 21-02-04](https://user-images.githubusercontent.com/95307858/216732753-d33fcda2-d183-4092-8bf4-bb20101abe64.png)

</details>

<details>
<summary>Output: <code>validate_docstrings.py pandas.Series.dt.day_name</code></summary>

![Screenshot from 2023-02-03 21-00-58](https://user-images.githubusercontent.com/95307858/216732668-6ba0bc13-6002-4f09-b43f-48d9215166a7.png)

</details>

<details>
<summary>Output: <code>pre-commit run --files pandas/core/arrays/datetimes.py</code></summary>

![Screenshot from 2023-02-03 22-11-09](https://user-images.githubusercontent.com/95307858/216737306-d8701a47-8f8b-48b6-9853-69e654d36728.png)

</details>

The CI is getting a `UNEXPECTED EXCEPTION: Error('unsupported locale setting')` error for my example with `locale='pt_BR.utf8'`. And I don't know exactly why, cause I tried the exact same code on my machine and it worked. Maybe this locale isn't installed on the machine in which does the CI. You will probably need to add `   # doctest: +SKIP` to the example due to the locale being unavailable  > You will probably need to add ` # doctest: +SKIP` to the example due to the locale being unavailable

I added it in the same line where the function was called with `locate='pt_BR.utf8` (for both month_name & day_name) and the CI went well. Thanks @eduardochaves1 