DOC: fix SA01 for pandas.MultiIndex.set_codes (#58836)

Author: tuhinsharma121

ci/code_checks.sh

@@ -87,7 +87,6 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
         -i "pandas.MultiIndex.nlevels SA01" \
         -i "pandas.MultiIndex.remove_unused_levels RT03,SA01" \
         -i "pandas.MultiIndex.reorder_levels RT03,SA01" \
-        -i "pandas.MultiIndex.set_codes SA01" \
         -i "pandas.MultiIndex.set_levels RT03,SA01" \
         -i "pandas.MultiIndex.sortlevel PR07,SA01" \
         -i "pandas.MultiIndex.to_frame RT03" \

pandas/core/indexes/multi.py

@@ -1149,6 +1149,12 @@ def set_codes(
         new index (of same type and class...etc) or None
             The same type as the caller or None if ``inplace=True``.
 
+        See Also
+        --------
+        MultiIndex.set_levels : Set new levels on MultiIndex.
+        MultiIndex.codes : Get the codes of the levels in the MultiIndex.
+        MultiIndex.levels : Get the levels of the MultiIndex.
+
         Examples
         --------
         >>> idx = pd.MultiIndex.from_tuples(