DOC: fix SA01 for pandas.errors.UnsortedIndexError (#60404)

Author: tuhinsharma121

ci/code_checks.sh

@@ -119,7 +119,6 @@ if [[ -z "$CHECK" || "$CHECK" == "docstrings" ]]; then
         -i "pandas.errors.PerformanceWarning SA01" \
         -i "pandas.errors.PossibleDataLossError SA01" \
         -i "pandas.errors.UndefinedVariableError PR01,SA01" \
-        -i "pandas.errors.UnsortedIndexError SA01" \
         -i "pandas.errors.ValueLabelTypeMismatch SA01" \
         -i "pandas.infer_freq SA01" \
         -i "pandas.io.json.build_table_schema PR07,RT03,SA01" \

pandas/errors/__init__.py

@@ -100,6 +100,11 @@ class UnsortedIndexError(KeyError):
 
     Subclass of `KeyError`.
 
+    See Also
+    --------
+    DataFrame.sort_index : Sort a DataFrame by its index.
+    DataFrame.set_index : Set the DataFrame index using existing columns.
+
     Examples
     --------
     >>> df = pd.DataFrame(