DOC: to_sql and extending pandas
### 

- [X] I have checked that the issue still exists on the latest versions of the docs on `master` [here](https://pandas.pydata.org/docs/dev/)


### Location of the documentation

https://pandas.pydata.org/pandas-docs/stable/development/extending.html

### Documentation problem

When you create a custom Dtype with Pandas and you need to use the to_sql (write to a sqlite database), it is unclear how you can handle the custom dtypes. If at all from the documentation.

 This is the error you get with custom datatypes:

```File "pandas_libs\lib.pyx", line 1350, in pandas._libs.lib.infer_dtype
File "pandas_libs\lib.pyx", line 1229, in pandas._libs.lib._try_infer_map
AttributeError: 'MyCustomType' object has no attribute 'base'
```

So does something on the Dtype or on the ExtensionArray need to define `base` and what is base?


### Suggested fix for documentation

Explain if custom dtypes is supported with to_sql.