Backport PR #39492: DOC: Document how encoding errors are handled
Backport PR #39492
```
=========================== short test summary info ============================
FAILED pandas/tests/arrays/categorical/test_warnings.py::TestCategoricalWarnings::test_tab_complete_warning
FAILED pandas/tests/frame/test_api.py::TestDataFrameMisc::test_tab_complete_warning[DataFrame]
FAILED pandas/tests/frame/test_api.py::TestDataFrameMisc::test_tab_complete_warning[Series]
FAILED pandas/tests/indexes/test_base.py::TestIndex::test_tab_complete_warning
FAILED pandas/tests/resample/test_resampler_grouper.py::test_tab_complete_ipython6_warning
= 5 failed, 145676 passed, 4115 skipped, 1098 xfailed, 1 xpassed, 6 warnings in 1275.90s (0:21:15) =
```