DOC: document support for in-memory HDFStore GH33166

[dennisbakhuis]

I currently have added to the docstring that **kwargs passes its parameters to
PyTables. Maybe this is too much but I also added an example using **kwargs,
passing the driver paramter to create an in-memory HDFStore.

Furthermore, I have added HDFStore class to the reference api, as it was not
autogenerated and also made **kwargs more clear that it passes its parameters
to PyTables.

Added in the cookbook the method of creating in-memory HDFStores, including
an example.

• closes #xxxx
• tests added / passed
• passes black pandas
• passes git diff upstream/master -u -- "*.py" | flake8 --diff
• whatsnew entry

closes #33166

[jreback]

@dennisbakhuis this looks good, I added the original original issue ref. this is failing the docs build, try to build this page to repro, here are the errors

/home/runner/miniconda3/envs/pandas-dev/lib/python3.8/site-packages/IPython/sphinxext/ipython_directive.py:1023: UserWarning: Code input with no code at /home/runner/work/pandas/pandas/doc/source/user_guide/computation.rst, line 624
  warnings.warn(message)
/home/runner/miniconda3/envs/pandas-dev/lib/python3.8/site-packages/IPython/sphinxext/ipython_directive.py:1023: UserWarning: Code input with no code at /home/runner/work/pandas/pandas/doc/source/user_guide/merging.rst, line 1554
  warnings.warn(message)
/home/runner/work/pandas/pandas/pandas/io/pytables.py:docstring of pandas.HDFStore:32: WARNING: Unexpected indentation.
looking for now-outdated files... none found
/home/runner/work/pandas/pandas/pandas/io/pytables.py:docstring of pandas.HDFStore:33: WARNING: Block quote ends without a blank line; unexpected unindent.
/home/runner/work/pandas/pandas/pandas/io/pytables.py:docstring of pandas.HDFStore:62: WARNING: Inline strong start-string without end-string.
pickling environment... done
/home/runner/work/pandas/pandas/doc/source/reference/api/pandas.HDFStore.filename.rst: WARNING: document isn't included in any toctree
checking consistency... done
preparing documents... d

[dennisbakhuis]

The error came from adding the base class to the api reference, so I removed that part.

Onky changes now are in the doc strings and the cookbook.

[jreback]

thanks @dennisbakhuis