CLN: Unused file 'path_to_file.zip'
New file [path_to_file.zip](https://github.com/pandas-dev/pandas/blob/master/scripts/path_to_file.zip) was added in #37844.

I believe this is file is (accidentally?) generated when running [scripts/validate_docstrings.py](https://github.com/pandas-dev/pandas/blob/master/scripts/validate_docstrings.py) and probably is not needed in the repository.
I am not yet familiar with  [scripts/validate_docstrings.py](https://github.com/pandas-dev/pandas/blob/master/scripts/validate_docstrings.py), but is it possible that it executes the docstring example section?

Related to this, I found this line, where 'path_to_file.zip' appears:
https://github.com/pandas-dev/pandas/blob/1f89b82cc65f512e78b0038975425cc3d0772a05/pandas/io/excel/_base.py#L630 good point, thanks @lucasrodes  > I am not yet familiar with [scripts/validate_docstrings.py](https://github.com/pandas-dev/pandas/blob/master/scripts/validate_docstrings.py), but is it possible that it executes the docstring example section?
> 
> Related to this, I found this line, where 'path_to_file.zip' appears:
> https://github.com/pandas-dev/pandas/blob/1f89b82cc65f512e78b0038975425cc3d0772a05/pandas/io/excel/_base.py#L630

we only execute this on the CI so nbd there (guess it was picked up when the PR was commited).

i suppose we should just add `*.zip` to our `.gitignore` (and other files that we generate just to be safe).

@lucasrodes would love a PR
