DOC: Remove to_filename from Getting started

[fepegar]

As suggested by @matthew-brett in #945.

[codecov]

Codecov Report

Merging #946 into master will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master     #946   +/-   ##
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  Coverage   91.84%   91.84%           
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  Files          97       97           
  Lines       12427    12427           
  Branches     2191     2191           
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  Hits        11414    11414           
  Misses        678      678           
  Partials      335      335           

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[matthew-brett]

Looks right to me! @effigies - what do you think?

[effigies]

Yup, LGTM. One thing we can do is to just skip the save with a doctest flag, rather than explaining in text, but feel free to ignore if being more explicit feels right.

[fepegar]

I like that. I didn't know what "We won't do it here" meant anyway.

[matthew-brett]

Thanks @fepegar for following up with this, and @effigies for the review.