Update on how to connect to TiDB using MySQL Client and the limitations of the Global indexes (#19759)

[ti-chi-bot]

This is an automated cherry-pick of #19759

First-time contributors' checklist

• I've signed Contributor License Agreement that's required for repo owners to accept my contribution.

What is changed, added or deleted? (Required)

Update on how to connect to TiDB using MySQL Client and the limitations of the Global indexes.

Which TiDB version(s) do your changes apply to? (Required)

Tips for choosing the affected version(s):

By default, CHOOSE MASTER ONLY so your changes will be applied to the next TiDB major or minor releases. If your PR involves a product feature behavior change or a compatibility change, CHOOSE THE AFFECTED RELEASE BRANCH(ES) AND MASTER.

For details, see tips for choosing the affected versions.

• master (the latest development version)
• v8.5 (TiDB 8.5 versions)
• v8.4 (TiDB 8.4 versions)
• v8.3 (TiDB 8.3 versions)
• v8.2 (TiDB 8.2 versions)
• v8.1 (TiDB 8.1 versions)
• v7.5 (TiDB 7.5 versions)
• v7.1 (TiDB 7.1 versions)
• v6.5 (TiDB 6.5 versions)
• v6.1 (TiDB 6.1 versions)
• v5.4 (TiDB 5.4 versions)
• v5.3 (TiDB 5.3 versions)

What is the related PR or file link(s)?

• This PR is translated from:Update how to connect TiDB by MySQL Client and the limitations of the global indexes docs-cn#19345
• Other reference link(s):

Do your changes match any of the following descriptions?

• Delete files
• Change aliases
• Need modification after applied to another branch
• Might cause conflicts after applied to another branch

[hfxsd]

/approve

[ti-chi-bot]

[APPROVALNOTIFIER] This PR is APPROVED

This pull-request has been approved by: hfxsd

The full list of commands accepted by this bot can be found here.

The pull request process is described here

Needs approval from an approver in each of these files:

• OWNERS [hfxsd]

Approvers can indicate their approval by writing /approve in a comment
Approvers can cancel approval by writing /approve cancel in a comment