DOC: Fixing EX01 - Added examples
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).

Towards https://github.com/pandas-dev/pandas/issues/37875

Example by itself because it was not raising the warning every time locally. 
```
Error: /home/runner/work/pandas/pandas/pandas/errors/__init__.py:46:GL03:pandas.errors.PerformanceWarning:Double line break found; please use only one blank line to separate sections or paragraphs, and do not leave blank lines at the end of docstrings
Error: /home/runner/work/pandas/pandas/pandas/errors/__init__.py:46:EX02:pandas.errors.PerformanceWarning:Examples do not pass tests:
**********************************************************************
Line 18, in pandas.errors.PerformanceWarning
Failed example:
    df.loc[(1, 'z')]
Expected:
    Traceback (most recent call last):
    PerformanceWarning: indexing past lexsort depth may impact performance.
    df.loc[(1, 'z')])
              jolie
    jim  joe
    1    z        3
Got:
             jolie
    jim joe       
    1   z        3
```