Clarify multi-threading options

[remram44]

If I want to run a long operation, I would want to do it in a thread to not block the async event-loop. asyncio provides run_in_executor() for exactly this. However, it is not clear whether my databases.Database object is safe to use in the thread, and whether there is something I can do to make it work (short of creating a brand new sa.Engine and sa.Connection with SQLAlchemy from the original URL. Or maybe one sa.Engine for the whole thread pool?)

[remram44]

My suggestion (#291) was to improve the documentation, but if you have no idea how to do this/don't support this, you can just say so. I can use another package 😄