[SPARK-51141][ML][CONNECT][DOCS] Document the Support of ML on Connect

### What changes were proposed in this pull request?
Document the Support of ML on Connect

### Why are the changes needed?
to document the status

### Does this PR introduce _any_ user-facing change?
yes, doc-only

### How was this patch tested?
ci

### Was this patch authored or co-authored using generative AI tooling?
no

Closes #49902 from zhengruifeng/ml_connect_doc.

Authored-by: Ruifeng Zheng <[email protected]>
Signed-off-by: Dongjoon Hyun <[email protected]>
(cherry picked from commit 8bacf99)
Signed-off-by: Dongjoon Hyun <[email protected]>

Author: zhengruifeng

python/docs/source/reference/pyspark.ml.rst

@@ -19,6 +19,9 @@
 MLlib (DataFrame-based)
 =======================
 
+.. note::
+   From Apache Spark 4.0.0, all builtin algorithms support Spark Connect.
+
 Pipeline APIs
 -------------