Collect information to add to the user guide

[ArBridgeman]

Summary

All of the sqlalchemy-provided dialects have ~1000 lines in their base.py describing what they do and do not support and code examples. It would be useful for us to augment our existing user guide to make this clearer to the user. In the case of snowflake, they have chosen to do that in their user guide.

External dialects for inspiration:

• https://github.com/snowflakedb/snowflake-sqlalchemy
  • https://docs.snowflake.com/en/developer-guide/python-connector/sqlalchemy
• https://github.com/xzkostyan/clickhouse-sqlalchemy/tree/master/docs

To do

• Categorize what changes would be useful for us
• Create sub-tasks with time estimates for