Add documentation on querying against files in object store such as S3

[andygrove]

Is your feature request related to a problem or challenge? Please describe what you are trying to do.
I can't see anything in the user guide or examples showing how we can connect to object stores and query data there.

Describe the solution you'd like
Add documentation on querying against files in object store such as S3

Describe alternatives you've considered
None

Additional context
None