document how to connect to each database + process for new dialects

[ephys]

This PR documents PRs and issues

• https://github.com/sequelize/sequelize/pull/17198
• https://github.com/sequelize/sequelize/pull/17206
• https://github.com/sequelize/sequelize/pull/17202
• https://github.com/sequelize/sequelize/pull/17190
• https://github.com/sequelize/sequelize/pull/17205
• https://github.com/sequelize/sequelize/pull/17207
• https://github.com/sequelize/sequelize/pull/17209
• https://github.com/sequelize/sequelize/pull/17197
• https://github.com/sequelize/sequelize/pull/17219
• https://github.com/sequelize/sequelize/pull/17222
• https://github.com/sequelize/sequelize/pull/17252
• https://github.com/sequelize/sequelize/issues/13722

As well as the guidelines to request support for a new dialect.

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