DOC: explain the `mode.chained_assignment` option
- [x] closes #xxxx (n/a)
- [x] tests added / passed (yes, Sphinx compiles without errors)
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry (n/a)

Make the explanation of the `mode.chained_assignment` option link to the explanation of chained indexing and assignment. Explain what the three possible settings do.