### _Why are the changes needed?_
close#3395.
Add client docs for PyHive.
### _How was this patch tested?_
- [ ] Add some test cases that check the changes thoroughly including negative and positive cases if possible
- [ ] Add screenshots for manual tests if appropriate
- [x] [Run test](https://kyuubi.apache.org/docs/latest/develop_tools/testing.html#running-tests) locally before make a pull request
Closes#3394 from bowenliang123/3309-pyhive-doc.
Closes#3395
31a37b5c [liangbowen] add pyhive docs
Authored-by: liangbowen <liangbowen@gf.com.cn>
Signed-off-by: Kent Yao <yao@apache.org>