Add function and vignette on connecting to databases

Similar to #16 we should add a function that creates the initial set up for variables and config files (if needed) for connecting to data.

This should come with a vignette on how to set this up and connect to a database through a R Shiny app in the DfE, similar to the generic one being work on in https://github.com/dfe-analytical-services/dfeR/pull/68.

This function and vignette should include details on connecting to Pins and data stored in Databricks, which we're expecting DfE to move to over the next year.

Start by reviewing the approach in issue #16 and the generic vignette work in dfeR pull request #68. Define the function's setup behavior and the vignette's coverage for database connections through an R Shiny app, including Pins and Databricks. Done means both the function and documented workflow are added and cover the requested connection scenarios.

Written by the indexing model from the issue text.