DOC: fix SA01, ES01 for pandas.errors.ClosedFileError (#59924)

Author: tuhinsharma121

ci/code_checks.sh

@@ -159,7 +159,6 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
         -i "pandas.errors.CSSWarning SA01" \
         -i "pandas.errors.CategoricalConversionWarning SA01" \
         -i "pandas.errors.ChainedAssignmentError SA01" \
-        -i "pandas.errors.ClosedFileError SA01" \
         -i "pandas.errors.DataError SA01" \
         -i "pandas.errors.DuplicateLabelError SA01" \
         -i "pandas.errors.IntCastingNaNError SA01" \

pandas/errors/__init__.py

@@ -615,6 +615,16 @@ class ClosedFileError(Exception):
     """
     Exception is raised when trying to perform an operation on a closed HDFStore file.
 
+    ``ClosedFileError`` is specific to operations on ``HDFStore`` objects. Once an
+    HDFStore is closed, its resources are no longer available, and any further attempt
+    to access data or perform file operations will raise this exception.
+
+    See Also
+    --------
+    HDFStore.close : Closes the PyTables file handle.
+    HDFStore.open : Opens the file in the specified mode.
+    HDFStore.is_open : Returns a boolean indicating whether the file is open.
+
     Examples
     --------
     >>> store = pd.HDFStore("my-store", "a")  # doctest: +SKIP