[KYUUBI #5049] [DOCS] PyHive Kerberos usage doc

### _Why are the changes needed?_

<img width="795" alt="image" src="https://github.com/apache/kyuubi/assets/3898450/2888dd28-a27f-491e-8552-72f5646cdb5f">

### _How was this patch tested?_
- [ ] Add some test cases that check the changes thoroughly including negative and positive cases if possible

- [x] Add screenshots for manual tests if appropriate

- [x] [Run test](https://kyuubi.readthedocs.io/en/master/contributing/code/testing.html#running-tests) locally before make a pull request

Closes #5049 from cxzl25/pyhive_kerberos.

Closes #5049

6c8b0e62b [sychen] pyhive kerberos usage doc

Authored-by: sychen <sychen@ctrip.com>
Signed-off-by: Cheng Pan <chengpan@apache.org>

docs/client/python/pyhive.md

@@ -68,3 +68,43 @@ conn = hive.Connection(host=kyuubi_host, port=10009,
                        username='user', password='password', auth='CUSTOM')
 ```
 
+Use Kerberos to connect to Kyuubi.
+
+`kerberos_service_name` must be the name of the service that started the Kyuubi server, usually the prefix of the first slash of `kyuubi.kinit.principal`.
+
+Note that PyHive does not support passing in `principal`, it splices in part of `principal` with `kerberos_service_name` and `kyuubi_host`.
+
+```python
+# open connection
+conn = hive.Connection(host=kyuubi_host, port=10009, auth="KERBEROS", kerberos_service_name="kyuubi")
+```
+
+If you encounter the following errors, you need to install related packages.
+
+```
+thrift.transport.TTransport.TTransportException: Could not start SASL: b'Error in sasl_client_start (-4) SASL(-4): no mechanism available: No worthy mechs found'
+```
+
+```bash
+yum install -y cyrus-sasl-plain cyrus-sasl-devel cyrus-sasl-gssapi cyrus-sasl-md5
+```
+
+Note that PyHive does not support the connection method based on zookeeper HA, you can connect to zookeeper to get the service address via [Kazoo](https://pypi.org/project/kazoo/).
+
+Code reference [https://stackoverflow.com/a/73326589](https://stackoverflow.com/a/73326589)
+
+```python
+from pyhive import hive
+import random
+from kazoo.client import KazooClient
+zk = KazooClient(hosts='kyuubi1.xx.com:2181,kyuubi2.xx.com:2181,kyuubi3.xx.com:2181', read_only=True)
+zk.start()
+servers = [kyuubi_server.split(';')[0].split('=')[1].split(':') 
+           for kyuubi_server 
+           in zk.get_children(path='kyuubi')]
+kyuubi_host, kyuubi_port = random.choice(servers)
+zk.stop()
+print(kyuubi_host, kyuubi_port)
+conn = hive.Connection(host=kyuubi_host, port=kyuubi_port, auth="KERBEROS", kerberos_service_name="kyuubi")
+```
+