ENH: Implement dict-like support for rename and set_names in MultiIndex
- [x] closes #20421
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

I tried my hand in adding support for dict-like renamings for MultiIndexes. This seemed as the most straight forward way to me, because we do not have to add complex logic as long as we can cast the dict-like objects to regular configurations.

We probably must add a docstring to MultiIndex.rename now?