DOC: document support for in-memory HDFStore GH33166
I currently have added to the docstring that **kwargs passes its parameters to
PyTables. Maybe this is too much but I also added an example using **kwargs,
passing the driver paramter to create an in-memory HDFStore.

Furthermore, I have added HDFStore class to the reference api, as it was not
autogenerated and also made **kwargs more clear that it passes its parameters
to PyTables.

Added in the cookbook the method of creating in-memory HDFStores, including
an example.

- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

closes #33166 