DOC: Added docs to clarify that MultiIndex.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

- [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`

Here's my first PR to pandas - looking forward to feedback on how I can further improve this.