DOC: Edit MultiIndex.set_levels() docstring to clarify that set_levels() interprets passed values as new components of the .levels attribute (#28294)
Added documentation on MultiIndex.set_levels to clarify that MultiIndex.set_levels() interprets passed values as new components of the .levels attribute. Continuation of #28797 due to issues with Travis CI for Python 3.8 and subsequent git diff issues resulting from resolution of Travis CI issues.

- [x] closes #28294 - or at least attempts to
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`