Add more docs on engine connecting w/ URL parameters

Add more docs on engine connecting w/ URL parameters

We have a special section for connect_args but didn't appropriately
introduce that URL keywords may be used as well, which otherwise
does not seem to be documented in a generalized way.  Add
this additional detail and contrast between URL query string
and connect_args including providing some transparency for
how to see what URL query string parameters will do for a given
dialect, as we do not handle these parameters consistently
right now.

Change-Id: I2227554732e307d4b525a9931e8d03ccc2c16726
References: #5874
(cherry picked from commit 57db20a187e80950037dd5a2141a560fe879e054)