Add new `df.select()` method, plus tests and docs
- [x] No issues to close
- [x] [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] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/v2.1.0.rst` file if fixing a bug or adding a new feature.

The existing [`DataFrame.loc`][docs-pandas-DataFrame.loc] method works just fine. However, the naming convention is inconsistent with other languages and packages.

- SQL source has the name [`SELECT`][docs-sql-SELECT]
- PySpark has the method [`DataFrame.select`][docs-pyspark-DataFrame.select]
- PyPolars has the method [`DataFrame.select`][docs-polars-DataFrame.select]

By adding this `pandas.DataFrame.select()` method, we will be bringing the naming convention in line with other languages and packages.

Under-the-hood, this new method is not implementing any new logic or functionality. It's only a pass-through method to the `DataFrame.loc` method.

The equivalent of running: `df.select('column')`
Is the same as running: `df.loc[:, ['column'])`

All docs and tests have been added and are passing.

[docs-pandas-DataFrame.loc]: https://pandas.pydata.org/docs/reference/api/pandas.DataFrame.loc.html
[docs-sql-SELECT]: https://en.wikipedia.org/wiki/Select_(SQL)
[docs-pyspark-DataFrame.select]: https://spark.apache.org/docs/3.1.1/api/python/reference/api/pyspark.sql.DataFrame.select.html
[docs-polars-DataFrame.select]: https://pola-rs.github.io/polars/py-polars/html/reference/dataframe/api/polars.DataFrame.select.html
Thanks for the request but as mentioned the project has rejected this method name before and generally want to avoid expanding the APi for methods that are wrappers around existing methods, closing