Update connecting to SQL vignette to account for / show connecting to databricks

[cjrace]

Is your feature request related to a problem? Please describe.

We're moving our data storage into a delta lake with databricks and should add guidance that reflects connecting to there once it's more commonly used

Describe the solution you'd like

Update to the vignette to show / link to how to connect to databricks

Describe alternatives you've considered

None

Additional context

None

[jen-machin]

Analysts Guide: Databricks connection guidance update