SQL: Clarify that the connections the jdbc driver creates are not pooled (#42992)

docs/reference/sql/endpoints/jdbc.asciidoc

@@ -207,3 +207,8 @@ connection. For example:
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 include-tagged::{jdbc-tests}/SimpleExampleTestCase.java[simple_example]
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+
+NOTE:: {es-sql} doesn't provide a connection pooling mechanism, thus the connections
+the JDBC driver creates are not pooled. In order to achieve pooled connections,
+a third-party connection pooling mechanism is required. Configuring and setting up the
+third-party provider is outside the scope of this documentation.