Improve connecting tutorial

[lfunderburk]

Describe your changes

Added intro and conclusion Included various mechanisms and database options

Issue ticket number and link

Closes #x

Checklist before requesting a review

• [x] I have performed a self-review of my code
• [x] I have added thorough tests (when necessary).
• [x] I have added the right documentation in the docstring and changelog (when needed)