Remove user provided PDO functionality

[jwage]

See discussion about the functionality here #3487

If we remove it, we should maybe add some documentation showing a user how to build something to use an existing PDO connection or offer something outside of doctrine/dbal to solve the use case

[SenseException]

Related issue: #3544.

[morozov]

Keynotes for the documentation:

1. Persistent connections are already supported, no need for a user-provided connection.
2. In order to share the same PDO instances between DBAL and other components, initialize the connection in DBAL and access it using Connection::getWrappedConnection()->getWrappedConnection().

[github-actions]

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