DOC: Add RT03,SA01 for pandas.api.types.union_categoricals (#59319)

* Add RT03,SA01 for pandas.api.types.union_categoricals

* Update after rerun the check

Author: zslsally

ci/code_checks.sh

@@ -306,7 +306,6 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
         -i "pandas.api.types.is_sparse SA01" \
         -i "pandas.api.types.is_timedelta64_ns_dtype SA01" \
         -i "pandas.api.types.pandas_dtype PR07,RT03,SA01" \
-        -i "pandas.api.types.union_categoricals RT03,SA01" \
         -i "pandas.arrays.ArrowExtensionArray PR07,SA01" \
         -i "pandas.arrays.BooleanArray SA01" \
         -i "pandas.arrays.DatetimeArray SA01" \

pandas/core/dtypes/concat.py

@@ -190,6 +190,7 @@ def union_categoricals(
     Returns
     -------
     Categorical
+        The union of categories being combined.
 
     Raises
     ------
@@ -201,6 +202,11 @@ def union_categoricals(
     ValueError
         Empty list of categoricals passed
 
+    See Also
+    --------
+    CategoricalDtype : Type for categorical data with the categories and orderedness.
+    Categorical : Represent a categorical variable in classic R / S-plus fashion.
+
     Notes
     -----
     To learn more about categories, see `link